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

What is a GBM ensemble?

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“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.