Comparer des méthodes

	Gradient Boosting	Régression quantile
Domaine	Apprentissage automatique	Économétrie
Famille	Machine learning	Regression model
Année d'origine	2001	1978
Auteur d'origine	Friedman, J. H.	Koenker & Bassett
Type	Ensemble (sequential boosting of decision trees)	Conditional quantile regression
Source fondatrice	Friedman, J. H. (2001). Greedy Function Approximation: A Gradient Boosting Machine. Annals of Statistics, 29(5), 1189–1232.	Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50.
Alias	Gradient Boosting (GBM), GBM, gradient boosted trees, gradient boosting machine	conditional quantile regression, regression quantiles, Kantil Regresyon
Apparentées	5	5
Résumé	Gradient Boosting is an ensemble learning method, formalised by Jerome H. Friedman in 2001, that combines a sequence of weak learners — typically shallow decision trees — so that each new tree is fitted to minimise the residual errors of the trees before it. It is the core algorithm behind popular implementations such as XGBoost, LightGBM and CatBoost.	Quantile regression models conditional quantiles of an outcome - the median, the 25th or 75th percentile, and so on - rather than the conditional mean that OLS targets. Introduced by Koenker and Bassett in 1978, it reveals how predictors act across the whole distribution, including its tails.