Gradient boosting builds an ensemble sequentially: each new tree is trained to predict the residual errors (negative gradients of the loss) that the current ensemble makes. By repeatedly correcting mistakes, even very shallow trees stack up into a powerful predictor. XGBoost, LightGBM, and CatBoost are all variants of this core idea.
See the residuals shrink round by round as each new tree corrects the remaining errors
Understand how the learning rate (shrinkage) controls the contribution of each tree - smaller rate needs more rounds but generalizes better
Watch the ensemble prediction curve fit increasingly complex patterns as more trees are added
Learn the difference between AdaBoost (re-weight samples) and gradient boosting (fit residuals)
See why early stopping is essential: boosting can overfit if you run too many rounds
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