What is a GBM ensemble? — ¿Qué es un ensamblaje GBM?

Francisco Martínez
2 min readApr 30, 2024

What is a GBM ensemble?


“GBM” refers to Gradient Boosting Machine (GBM), which is a type of machine learning algorithm used for regression and classification problems.

GBM works by building a set of weak prediction models, usually shallow decision trees, sequentially. At each stage, a new decision tree is fit to the residuals (errors) of the previous model. Then, the result of all the trees is combined to obtain a final prediction.