Question 51
In Gradient Boosting Machines (GBM), what do subsequent weak learners fit at iteration m?
Original solution basis:
GBM performs gradient descent in function space by fitting new trees to pseudo-residuals -dL(y, f(x))/df(x).
Deep Dive
At boosting iteration m, compute the negative gradient of the chosen loss with respect to the current predictions. These values are called pseudo-residuals. The next weak learner is trained to approximate them, and its output is added to the ensemble with a learning-rate factor. For squared-error loss, the negative gradient equals the ordinary residual y-F(x).
Key Points to Remember:
• Gradient boosting performs gradient descent in function space.
• New learners approximate negative gradients/pseudo-residuals.
• For squared-error loss, pseudo-residuals are y-current prediction.
Exam tip:
Identify the governing definition or theorem first, write the formula, substitute the given values, and check dimensions/signs before selecting the option.