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XGBoost models are random forest models. They’re also just consistently better for very little effort.
by jncfhnb 2y ago
XGBoost models are random forest models. They’re also just consistently better for very little effort.
- prog_1 2y agoyou surely mean that both are ensemble models. RFs and GBMs differ in how they fit the data
- jncfhnb 2y agoA GBM like XGBoost is an ensemble of trees. It may be that when you load RandomForest modules they fit based on entropy or whatever the typical DecisionTree does but imo the term “random forest” should really convey nothing more than “ensemble of trees”. I’m saying XGBoost would be a subclass of RF
- tomrod 2y agoNot only RF, they incorporate GBM too as I understand it. Often they are the best "just run it and forget it" but compared to tuning they don't always achieve top -- sometimes surprisingly so. XGBoost and similar are solid first stops in model building.