পদ্ধতির তুলনা করুন

	Bagging (Bootstrap Aggregating)	বুস্টিং	গাউসিয়ান প্রসেস
ক্ষেত্র	যন্ত্র শিখন	যন্ত্র শিখন	যন্ত্র শিখন
পরিবার	Machine learning	Machine learning	Machine learning
উদ্ভবের বছর	1996	1990–1997	2006 (book); roots in Kriging, 1951)
প্রবর্তক	Breiman, L.	Schapire, R. E.; Freund, Y.	Rasmussen, C. E. & Williams, C. K. I.
ধরন	Ensemble meta-algorithm (variance reduction via bootstrap aggregation)	Sequential ensemble (iterative reweighting)	Probabilistic non-parametric model
মৌলিক উৎস	Breiman, L. (1996). Bagging Predictors. Machine Learning, 24(2), 123–140.	Freund, Y. & Schapire, R. E. (1997). A decision-theoretic generalization of on-line learning and an application to boosting. Journal of Computer and System Sciences, 55(1), 119–139.	Rasmussen, C. E., & Williams, C. K. I. (2006). Gaussian Processes for Machine Learning. MIT Press. ISBN: 978-0-262-18253-9
অপর নাম	Bootstrap Aggregating, bootstrap aggregation, bagged ensemble, bagged predictor	AdaBoost, gradient boosting, iterative reweighting ensemble, sequential ensemble	GP, Gaussian Process Regression, GPR, Kriging
সম্পর্কিত	5	6	3
সারসংক্ষেপ	Bagging, short for Bootstrap Aggregating, is an ensemble meta-algorithm introduced by Leo Breiman in 1996 that trains multiple copies of a base learner on independently drawn bootstrap samples of the training data and combines their predictions — by averaging for regression or majority vote for classification — to produce a final predictor with substantially lower variance than any single base learner.	Boosting is a sequential ensemble technique that converts many simple, barely-better-than-chance learners into a single highly accurate model by repeatedly focusing training on the examples that previous learners got wrong, then combining all learners with weights proportional to their individual accuracy.	A Gaussian Process (GP) is a non-parametric, fully probabilistic machine learning model that places a prior distribution directly over functions. Rather than predicting a single value, it returns a predictive mean and a calibrated uncertainty estimate at every test point, making it especially valuable for regression on small to medium datasets and for Bayesian optimization tasks.