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Last updated on November 27, 202310 min read

Gradient Boosting Machines (GBMs) are an ensemble of models that use gradient boosting over other algorithms like AdaBoost. Most data scientists use them in machine learning (ML) because the gradient boosting algorithm produces highly accurate models that outperform many popular alternatives.

## What are Gradient Boosting Machines (GBMs)?

Gradient boosting is a boosting algorithm for regression and classification tasks that uses gradient descent to minimize errors and make more accurate predictions. This algorithm builds an ensemble by training a base learner (a model) in sequence to predict the residual errors of the previous model.

Gradient Boosting Machines (GBMs) are an ensemble of models that use gradient boosting over other algorithms like AdaBoost. Most data scientists use them in machine learning (ML) competitions because the gradient boosting algorithm produces highly accurate models that outperform other algorithms. You will learn how it works in the next section.

Gradient boosting machines (GBMs) have three main components:

• Loss function: Measures the difference between predicted and actual values.

• Base (or “weak”) learners: Decision trees built sequentially, each focusing on correcting the errors made by the previous tree.

• Additive model: Combines the predictions of all base learners to produce the final prediction.

## How Do Gradient Boosting Machines (GBMs) Work?

You can implement GBMs with an ensemble of base learners that could be tree-based (decision trees) or non-tree-based (linear models, neural networks, support vector machines (SVMs), and kernel ridge regression).

Tree ensembles are the most common implementation of this technique. Two distinguishing characteristics of tree-based gradient boosting set it apart from other modeling approaches:

1. Developing a decision tree ensemble, with each tree trained sequentially to predict the residuals of the preceding tree so that they could compensate for the errors.

2. The base learner trees, or  “weak learners,” are models in the ensemble with predictions slightly better than a random guess. The tree could be a classifier or a regressor, depending on the task.

Let us delve into the step-by-step training process:

1. Initialize the model: Fit the base learner (decision tree) to your dataset (which includes features, X, and labels, y) to make an initial prediction. This is usually a constant value, such as the mean of the target variable for regression or log loss for classification. This serves as the baseline upon which subsequent models will improve.

2. Iteratively add weak learners: Add a new "weak learner" in each iteration, typically a shallow decision tree. This new learner will focus on the errors or residuals left by the previous learners.

3. Compute residuals: For each instance in the training set, calculate the residual error, which is the difference between the actual value and the prediction from the current model.

4. Fit a weak learner to residuals: Train a new weak learner (decision tree) using the same dataset to predict these residuals. The label (or target) this new learner will train on will be the errors from the previous model. In essence, this learner is trying to correct the mistakes of the existing model by predicting the errors made by the preceding model. Compute the residuals for the new learner by comparing its predictions to the actual values of your data.

5. Update the model: Combine the existing model using a “weighted voting” scheme with this new learner. This is usually done by adding the predictions from the new learner, scaled by a learning rate (the “shrinkage” or step-size parameter), to the existing model. Note that a low learning rate means the model updates slowly, which leads to a more robust model but requires more trees. Meanwhile, a higher learning rate gives more importance to recent predictions, which could enable the ensemble to quickly adapt to changes in the data.

6. Loss function optimization: Use a loss function (like mean squared error for regression or logistic loss for classification) to measure the model’s performance in predicting preceding errors. Use the metric to guide the training of the next learner, minimizing the loss function and updating residuals.

7. Regularization: To prevent overfitting, use regularization techniques like limiting the number of trees (iterations), tree depth, and randomness (for example, by subsampling features or instances).

8. Repeat steps 2–8 until convergence: Continue adding weak learners until a stopping criterion is met. This could be a maximum number of trees or a threshold where adding more trees does not significantly reduce the loss function.

9. Final model: The final GBM model is the sum of the initial model and all the weak learners, each contributing a small part to the final prediction.

Pseudo-code for Gradient Boosting Machine (GBMs)

Here is a pseudo-code representation of the training process for a gradient boosting machine (GBM).

``````# Step 1: Fit a decision tree on the features and current target
tree = DecisionTree()  # Initialize a decision tree
tree.fit(X, target)    # Fit the decision tree to the features and current target

# Step 2: Make predictions using the current decision tree
tree_predictions = tree.predict(X)

# Step 3: Calculate the residuals (difference between target and predictions)
residuals = target - tree_predictions

# Step 4: Update the target for the next iteration using the residuals (gradient descent)
target = residuals  # Update the target to be the residuals

# Step 5: Add the current decision tree's predictions to the ensemble
ensemble_predictions.append(tree_predictions)

# Combine the predictions from all decision trees to make the final prediction
final_prediction = sum(ensemble_predictions)

# You can also scale the final prediction or apply a learning rate
final_prediction = learning_rate * final_prediction``````

Please note that this pseudo-code is a simplified representation and does not include all the hyperparameters, optimizations, and details in actual GBM implementations like XGBoost or LightGBM.

## Implementations of Gradient Boosting Machines (GBMs)

The choice of gradient boosting implementation is crucial for optimizing machine learning models. Different types of GBMs offer varying performance, scalability, and interpretability. The considerations include memory usage, handling of categorical features, and strategies for out-of-core learning.

Here are the main types:

• Standard Gradient Boosting: This is the basic form of gradient boosting, where decision tree classifiers or regressors, depending on the tasks, are used as the base learners. It sequentially adds trees, each correcting the residuals of the previous ones.

• Stochastic Gradient Boosting: An extension of the standard gradient boosting that incorporates randomness in the training process. It randomly samples a subset of the training data without replacement before growing each tree (weak learner). By training each tree on a different subset of data, SGB introduces randomness into the model, which can help reduce variance and prevent overfitting.

• XGBoost (Extreme Gradient Boosting):  This is an optimized (think “highly efficient”) implementation of gradient boosting. It incorporates L1 (Lasso) and L2 (Ridge) regularization to prevent overfitting, handling of missing values, and tree pruning. Further, it handles large datasets well and runs fast training. This is because it optimizes hardware resource usage during execution. You can run XGBoost on multi-threading on a single machine or distributed computing clusters.

• LightGBM: This uses gradient-based one-side sampling (GOSS) and exclusive feature bundling (EFB) to optimize training and inference speed. Combining both techniques makes it easy to split the data and achieve faster computation so that you can train models on large-scale datasets across multiple clusters.

• CatBoost: The best implementation for handling categorical variables. It uses an algorithm called “ordered boosting” that sorts features and applies gradient boosting. CatBoost also handles missing values and automatically converts text features to numerical representations, making it a powerful tool for datasets with numerous categorical features.

Each implementation of GBM has its strengths and is suitable for different kinds of data and problem sets. The choice among them often depends on specific requirements like dataset size, feature types, computational resources, and the need for model interpretability.

• High predictive accuracy: Gradient boosting is known for its high predictive accuracy, because of its efficient handling of categorical variables, which makes it particularly effective in solving complex and non-linear problems. It handles missing values and automatically converts text features to numerical representations achieving faster computation efficiency. These advantages contribute to its high predictive performance.

• Scalable: The algorithms develop the base learners in sequence, which ensures they scale well to large datasets during training and when running inference.

• Reducing bias: They reduce bias in model predictions through their ensemble learning approach, iterative error correction, regularization techniques, and the combination of weak learners.

• Requires less data preprocessing: GBMs typically do not require your data to be scaled or normalized to learn them during training.

• Robustness to outliers and missing data:  It uses gradient descent to identify and minimize the impact of outliers, which could result in more reliable predictions. GBMs also treat missing values like any other value when determining how to split a feature. This makes it suitable for datasets containing missing values or noisy, inconsistent data points.

• Feature selection and importance analysis: The algorithm uses regularization to penalize features that do not contribute to the model’s predictive accuracy. Or using a purity approach like the Gini index to quantify the importance of a group of features. After the algorithm constructs the boosted trees, you can retrieve the most important scores for each feature in the dataset.

## Challenges and Limitations

• Prone to  overfitting: Because it repeatedly fits new models to the residuals of the previous models, which can lead to overemphasizing outliers or noise in the data. The sequence builds more complex models and increases the risk of overfitting if you do not tune the regularization parameters.

• “Black-box,” unexplainable models: Model predictions can be difficult to interpret. This is because, although GBMs provide feature importance, unlike linear models, they do not have coefficients or directionality. They only show how important each feature is relative to the other features. This limits their use for applications in industries like banking and healthcare.

• Difficulty with extrapolation: Extrapolation enables a model to predict outcomes outside its training data range. For instance, a linear regression might deduce from lower speeds that a car going 60 mph travels 120 miles in 2 hours, but a Gradient Boosting Machine (GBM) needs specific data about this 2-hour journey for accurate prediction.

• Data requirements and limitations: GBMs typically require sufficient training data to learn complex patterns and make accurate predictions effectively.

• Sensitivity to hyperparameters: The performance of this algorithm can be highly dependent on the chosen hyperparameters, and finding the optimal values can be time-consuming and require extensive experimentation. Improper selection of hyperparameters can lead to overfitting or underfitting the model, affecting its predictive power.

## Use Cases and Applications of Gradient Boosting Machines (GBMs):

### GBMs for natural language processing (NLP) applications

Gradient boosting is widely used in natural language processing tasks such as sentiment analysis, text classification, and machine translation. GBMs can process and analyze large volumes of text data, enabling accurate sentiment analysis to understand customer feedback and improve products or services. Likewise, GBMs can automatically categorize documents or articles into specific topics.

### GBMs for image analysis applications

Using computer vision techniques such as image recognition and object detection, GBM algorithms can analyze and interpret images, enabling tasks such as object detection, image recognition, and image segmentation. This can be particularly useful in various industries, such as healthcare, autonomous vehicles, and surveillance systems, where accurate image analysis is crucial for decision-making and problem-solving. Also, combining NLP with image analysis techniques enables comprehensive analysis by extracting insights from both textual and visual data sources.

## Conclusion

In conclusion, Gradient Boosting Machines (GBM) are powerful machine learning algorithms that have proven highly effective in various applications, including image recognition and segmentation. Its ability to handle complex data and generate accurate predictions makes it invaluable in healthcare, autonomous vehicles, and surveillance systems. In addition, when combined with natural language processing (NLP), GBM can provide even more comprehensive analysis by extracting insights from textual and visual data sources.

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