Sammenlign metoder

	Gradient Boosting	Kvantilregresjon
Fagfelt	Maskinlæring	Økonometri
Familie	Machine learning	Regression model
Opprinnelsesår	2001	1978
Opphavsperson	Friedman, J. H.	Koenker & Bassett
Type	Ensemble (sequential boosting of decision trees)	Conditional quantile regression
Opprinnelig kilde	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
Relaterte	5	5
Sammendrag	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.