πΉ *What is Gradient Boosting?*
Gradient Boosting is a powerful *ensemble learning* technique that builds models in sequence β where each new model corrects the errors of the previous ones.
πΉ *How It Works:*
1. Start with a weak model (usually a decision tree)
2. Calculate errors (residuals)
3. Build a new tree to predict those errors
4. Combine models to minimize loss
5. Repeat for a number of iterations (or until convergence)
πΉ *Why Itβs Powerful:*
β
High predictive performance
β
Handles missing data well
β
Works with different types of data
β
Reduces bias & variance effectively
πΉ *Key Concepts:*
β’ *Learning Rate* β Controls contribution of each model
β’ *Loss Function* β Guides model optimization
β’ *Number of Trees* β More trees = better fit (with risk of overfitting)
β’ *Tree Depth* β Controls complexity of each tree
β’ *Early Stopping* β Prevents overfitting by stopping at best iteration
πΉ *Popular Libraries:*
β’ XGBoost π
β’ LightGBM β‘
β’ CatBoost π±
β’ Scikit-learn (`GradientBoostingClassifier`)
πΉ *Use Cases:*
β’ Fraud detection
β’ Credit scoring
β’ Sales forecasting
β’ Customer churn prediction
β’ Kaggle competitions (π₯ top choice!)
πΉ *Tips:*
β’ Tune hyperparameters carefully
β’ Use `GridSearchCV` or `Optuna` for optimization
β’ Normalize or encode data properly
π‘ *Pro Tip:* Combine Gradient Boosting with feature engineering for state-of-the-art results!
