Compara mètodes

	Descens de Gradient Estocàstic (SGD)	XGBoost
Camp	Aprenentatge automàtic	Aprenentatge automàtic
Família	Machine learning	Machine learning
Any d'origen	1951	2016
Autor original	Robbins, H. & Monro, S.	Chen, T. & Guestrin, C.
Tipus	First-order iterative optimization algorithm	Ensemble (gradient-boosted decision trees)
Font seminal	Robbins, H. & Monro, S. (1951). A Stochastic Approximation Method. The Annals of Mathematical Statistics, 22(3), 400–407.	Chen, T. & Guestrin, C. (2016). XGBoost: A Scalable Tree Boosting System. Proceedings of the 22nd ACM SIGKDD, 785–794.
Àlies	SGD, online gradient descent, incremental gradient descent, mini-batch gradient descent	XGBoost, extreme gradient boosting, scalable tree boosting
Relacionats	3	5
Resum	Stochastic Gradient Descent (SGD) is a first-order iterative optimization algorithm, rooted in the stochastic approximation framework introduced by Robbins and Monro in 1951, that minimizes an objective function by updating model parameters using the gradient computed on a single randomly selected training example (or a small mini-batch) at each step. It is the core optimization engine behind modern machine learning and deep learning, enabling the training of models on datasets too large to fit in memory.	XGBoost (Extreme Gradient Boosting) is a scalable tree-boosting algorithm introduced by Tianqi Chen and Carlos Guestrin in 2016. It builds a strong predictor by adding decision trees one at a time, each correcting the errors left by the trees before it, and is a powerful prediction method widely used in competitions.