What is Gradient Boosting Machine (GBM)?

What is Gradient Boosting Machine (GBM)?

Approach: Explain the sequential building of trees to minimize a loss function.

A boosting technique where new models are added to predict the residuals (errors) of prior models. It uses a gradient descent algorithm to minimize the loss function when adding new models.

Follow-up: What is the difference between GBM and XGBoost?

Key concepts: residuals, gradient descent, additive modeling.