GBDT(Gradient Boosting Decision Tree)
Widely-used machine learning algorithm, due to its efficiency, accuracy, and interpretability. It is facing chanllenges, especially in the tradeoff between accuracy and efficiency. GBDT is a machine learning technique that combines two core ideas: - Gradient Boosting - Decision Tree
Process
- Starting with a basic guess
- Building trees sequentially, where each new tree corrects the errors of the previous ones
- Using gradients to guide the process
Key Features
- Weak Learners
- Sequential
- Learning Rate
- Additive
GBDT vs Random Forest
RF builds trees independently and average them, GBDT builds them sequentially to fix errors. GBDT doesn't assume linearity or specific distributions.