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Thursday, 7 March 2019

Difference between AdaBoost and Gradient Boosting Machine (GBM)

AdaBoost stands for Adaptive Boosting. So, basically, we will see the differences between Adaptive Boosting and Gradient Boosting. The basic idea of boosting (an ensemble learning technique) is to combine several weak learners into a stronger one. The general idea of boosting algorithms is to try predictors sequentially, where each subsequent model attempts to fix the errors of its predecessor.

As per documentation:

In Adaboost, ‘shortcomings’ are identified by high-weight data points.

In Gradient Boosting, ‘shortcomings’ (of existing weak learners) are identified by gradients.

Lets elaborate the above statements:

Adaboost is more about ‘voting weights’ and Gradient boosting is more about ‘adding gradient optimization’. 

Adaboost increases the accuracy by giving more weightage to the target which is misclassified by the model. At each iteration, Adaptive boosting algorithm changes the sample distribution by modifying the weights attached to each of the instances. It increases the weights of the wrongly predicted instances and decreases the ones of the correctly predicted instances.

Gradient boosting calculates the gradient (derivative) of the Loss Function with respect to the prediction (instead of the features). Gradient boosting increases the accuracy by minimizing the Loss Function (error which is difference of actual and predicted value) and having this loss as target for the next iteration.

Gradient boosting algorithm builds first weak learner and calculates the Loss Function. It then builds a second learner to predict the loss after the first step. The step continues for third learner and then for fourth learner and so on until a certain threshold is reached.

Related Articles:

Difference between Random Forest and AdaBoost in Machine Learning

Difference between GBM (Gradient Boosting Machine) and XGBoost (Extreme Gradient Boosting)

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