Introduction to Gradient Boosting

Gradient boosting has emerged as an important machine learning technique, known for its ability to produce highly accurate predictive models. As you continue learning more sophisticated machine learning methods, this chapter will help you understand the fundamental concepts of gradient boosting.

In this chapter, you will look into the basic principles that support gradient boosting algorithms. We will begin by examining the concept of boosting itself, a method that combines multiple weak learners to form a strong predictive model. You will learn how gradient boosting extends this idea by using gradients to minimize errors in a sequential manner.

We will investigate the mechanics of how gradient boosting operates, including how it builds models incrementally by optimizing a loss function. The chapter will also introduce you to important mathematical concepts and notation that are essential for understanding how these algorithms function. For instance, you will encounter the concept of a loss function, often denoted as $L(y, \hat{y})$, which measures the discrepancy between the actual and predicted values.

By the conclusion of this chapter, you will have a solid understanding of what makes gradient boosting a versatile and efficient tool in machine learning algorithms. This foundational knowledge will prepare you for the more advanced discussions and practical implementations that follow in subsequent chapters.