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Cheatsheet: Turning weak learners strong: boosting

ItemDetail
Building blocka weak learner (shallow tree / stump)
Strategybuild in sequence; each fixes the previous errors
Combineweighted, additive sum of all learners
Resultmany weak learners add up to one strong model
FlavorHow each new learner targets errors
AdaBoostre-weight misclassified examples so the next learner focuses on them
Gradient boostingtrain the next tree on the residuals (current error); add it, scaled by the learning rate
StepAddsPredictionResidual
start40+10
tree 1+646+4
tree 2+349+1
Random forest (bagging)Boosting
Trees builtindependently, parallelsequentially
Each treedeep, full-grownweak / shallow
Each tree’s jobown best guessfix current errors
Combinevote / averageweighted additive sum
Mainly reducesvariancebias
Overfit by adding treesno (plateaus)yes (needs tuning)
PitfallReality
Confusing it with baggingbagging = parallel/deep; boosting = sequential/weak
More rounds always helpboosting can overfit; watch test error
Ignoring the learning ratetoo high overfits; too low wastes effort
Where in the wildXGBoost / LightGBM / CatBoost dominate tabular data