Boosting: building on top of the error
Random Forest grows its trees in parallel. Boosting grows them in sequence, and each tree targets the error the previous ones left behind.
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Sources
- Friedman, J. H. 2001 · Greedy Function Approximation: A Gradient Boosting Machine · Annals of Statistics, 29(5)
- Chen, T. & Guestrin, C. 2016 · XGBoost: A Scalable Tree Boosting System · KDD 2016
- Ke, G. et al. 2017 · LightGBM: A Highly Efficient Gradient Boosting Decision Tree · NeurIPS 2017
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