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Can you elaborate? I am unfamiliar with gradient boosted trees.
by melony 4y ago
Can you elaborate? I am unfamiliar with gradient boosted trees.
- leto_ii 4y agoI think the idea is that gbt's are trained sequentially on the "residuals" left from the previous tree, while rf's are uncorrelated (can be trained in parallel, don't depend on one another). This means that in rf's there's no "compounding" effect that can lead to overfitting. The main way to overfit rf's would be to train many large trees.