How does gradient boosting work in improving model accuracy?

Gradient boosting, a powerful ensemble-learning technique, enhances the accuracy of models by sequentially combining weak learner, usually decision trees, into a strong prediction model. It works on the principle that minimizing errors is achieved through gradient descent. This helps to refine predictions iteratively. This method is used widely in regression and classification tasks because it reduces bias and variance and improves predictive performance. Data Science Training in Pune

Gradient boosting is a method of building models that builds them in stages, with each tree correcting the mistakes made by the previous one. In the beginning, a simple, single-decision tree model is used to make predictions. The residuals are the difference between the predictions and actual values. This is used to train the new model. Gradient boosting allows the model to learn from previous mistakes, instead of fitting it directly to the variable. The process is repeated, and each successive model reduces the error even further until a stopping criteria, such as predefined iterations, or minimal improvement in error, is met.

Gradient boosting relies on a learning rate to control the contribution each new tree makes to the model. A lower learning speed leads to slower learning, but better generalization. Conversely, a higher rate can lead to overfitting. Regularization techniques like shrinkage and sampling are also used to improve robustness and prevent overfitting. Subsampling adds randomness to the model by training each tree with a random set of data.

Gradient boosting is a popular choice for structured datasets because it can handle missing values, complex relationships and other data issues. This adaptability led to the creation of efficient implementations such as XGBoost and LightGBM that optimize computation speed and scalability. These variations bring in further improvements, such as tree trimming, feature selection and better handling of categorical data.

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