Lecture 12 · Tue, 3 Nov 2026

Gradient boosting

Boosting, gradient boosting machines, and XGBoost

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Gradient Boosting

While bagging (L10) fits trees independently and averages them, boosting fits trees sequentially — each one correcting the errors of the previous ensemble. This lecture covers the boosting intuition, the gradient boosting algorithm, the learning rate tradeoff, and production implementations (XGBoost, LightGBM). Gradient boosting often achieves the best performance on tabular data but requires careful tuning.

MST0052 Predictive Modelling with Machine Learning · Fall 2026 · BI Norwegian Business School