Gradient Boost Part 1 (of 4): Regression Main Ideas

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  • čas přidán 5. 09. 2024

Komentáře • 890

  • @statquest
    @statquest  Před 4 lety +45

    NOTE: Gradient Boost usually uses regression trees. These are very similar to classification trees, but have a slightly different way to decide how to add branches and leaves. For more details, see: czcams.com/video/g9c66TUylZ4/video.html
    Support StatQuest by buying my book The StatQuest Illustrated Guide to Machine Learning or a Study Guide or Merch!!! statquest.org/statquest-store/

    • @nataliabarros4765
      @nataliabarros4765 Před 4 lety +5

      Hi Josh. Is there a video similar to this but about Lightgbm?

    • @statquest
      @statquest  Před 4 lety +1

      @@nataliabarros4765 Not yet, but I have a video about XGBoost: czcams.com/video/OtD8wVaFm6E/video.html

    • @parijatkumar6866
      @parijatkumar6866 Před 3 lety +1

      @@statquest Keenly awaiting Sir.

    • @statquest
      @statquest  Před 3 lety

      @Kristofer Yes, that is correct. That tree is a Regression Tree because it was fit to continuous values (which we see in the leaves).

    • @statquest
      @statquest  Před 3 lety +1

      @Kristofer No, Gradient Boost Classification is still done with Regression Trees because we are fitting the trees to residuals. For details on Regression Trees, see: czcams.com/video/g9c66TUylZ4/video.html

  • @AminBashiri28
    @AminBashiri28 Před 2 měsíci +14

    When I search something up and there's a statquest video for it, I feel happy.

    • @statquest
      @statquest  Před 2 měsíci

      Bam! :)

    • @meysamah9440
      @meysamah9440 Před měsícem +1

      The same here! I was wondering if it wouldn't be better for the university lecturers to just play Sataquest videos in class and then answer students' questions!

  • @user-dq6di3fg8c
    @user-dq6di3fg8c Před 4 lety +266

    Thanks for your immense contribution to humanity

    • @statquest
      @statquest  Před 4 lety +1

      Thank you! :)

    • @Privacy-LOST
      @Privacy-LOST Před 4 lety +21

      This is not an overstatement

    • @statquest
      @statquest  Před 4 lety +2

      @@Privacy-LOST :)

    • @dahailiu2067
      @dahailiu2067 Před 4 lety

      @@Privacy-LOST 😂😂😂😂😂

    • @lpcruz5661
      @lpcruz5661 Před 3 lety +2

      I agree, a step in the right direction and likely save the world

  • @xiao2634
    @xiao2634 Před 5 lety +406

    This channel should be boosted. Better than my professor.

  • @ahanadrall5661
    @ahanadrall5661 Před 4 lety +64

    i still remember the first StatQuest i watched.
    "you can fit a line, you can fit a squiggle, you can make me laugh, you can make me giggle. StatQueeeest"
    keep up the good work.
    this is one of the best channels of all. thanks josh.

    • @statquest
      @statquest  Před 4 lety +8

      Thank you so much! (and that's one of my favorite intro songs...!)

  • @emrecaglayan1329
    @emrecaglayan1329 Před 5 lety +221

    You were BAMless for ten min. I was kind of concerned. But then you made a step in the right direction.

    • @statquest
      @statquest  Před 5 lety +6

      Ha! :)

    • @AyushMandowara_xx7
      @AyushMandowara_xx7 Před 2 lety +8

      I am assuming that "BAM" is a famous keyword in these videos. Is my mental model making the correct prediction?

  • @jaysoncena8539
    @jaysoncena8539 Před 4 lety +20

    Holy shit, I was able to finish my assignment in 1 night while watching this. For the past 1-2 weeks I'm doing an all-nighter and pulling my hair to finish my assignment using the notes I have from my class.

    • @statquest
      @statquest  Před 4 lety +7

      Hooray!!!! I'm glad the video was helpful! :)

  • @kaunghtetmyat1704
    @kaunghtetmyat1704 Před 4 lety +3

    I was scratching my head for 2 days to understand the GB algorithm and all the sites and resources on the internet are quite confusing. You just explained it so clearly and BAM...you got a new subscriber!

    • @statquest
      @statquest  Před 4 lety +1

      Awesome! Thank you very much! :)

  • @quant-trader-010
    @quant-trader-010 Před 2 lety +6

    I really like the contrast between different models that are seemingly similar. It helps a lot to clarify the ideas.

  • @panchamdesai7090
    @panchamdesai7090 Před 4 lety +16

    Hey your channel is a saviour for me because you make all complicated concepts easy to understand . Thanks for contributing the datascience community with such great content

  • @xudongzhang9234
    @xudongzhang9234 Před 5 lety +9

    The Moment I clicked in and realized it is from StatQuest, I just knew I'm gonna have a really great grip on this topic.

  • @vpee
    @vpee Před 4 lety +2

    Salut Josh et merci! (Just a french person trying to show his gratitude). Man, your method is amazing and you have a good voice. I saved your videos and locked them in a safe for when my 5 y old daughters are ready to hear about stats and ML... Precious gift you've got. Au revoir!

    • @statquest
      @statquest  Před 4 lety

      Merci beaucoup!!!

    • @cziffras9114
      @cziffras9114 Před 6 měsíci +1

      Je fais la même chose! I'm doing the same @@statquest , Merci à toi!

    • @statquest
      @statquest  Před 6 měsíci

      @@cziffras9114 DOUBLE BAM! :)

  • @yilinxie2457
    @yilinxie2457 Před 5 lety +27

    I’m preparing for an interview and this definitely helps!

  • @mingyuli4865
    @mingyuli4865 Před 2 lety +3

    Every time I try to learn new machine learning algorithm, I will firstly check your channel. You really helped me a lot!

  • @gabrielpradyumnaalencarcos5129
    @gabrielpradyumnaalencarcos5129 Před 2 měsíci +1

    Loved your videos, man!
    It's actually makes it's easy to understand the concepts behind the models instead of trying to read their papers, which can take time and some times can be really hard .

  • @uniwander
    @uniwander Před 4 lety +4

    Your channel has the best videos I found for explaining gradient boosting (and many other data science and stats topics). Really appreciate it!

  • @weemengaitan9106
    @weemengaitan9106 Před 5 lety +4

    Hi Josh, this is by far, the clearest explanation for a concept I was try to figure out for 3 months. Thank you very much! really appreciate your effort ! Keep up the good work !

    • @statquest
      @statquest  Před 5 lety

      I'm glad you finally got the information you needed to understand how Gradient Boost worked.

    • @marvellousmoonvalley7085
      @marvellousmoonvalley7085 Před 5 lety

      Same here. For more than a year, I have been using Gradient Boosting heavily because of its accuracy, without understanding how it works. Now all is clear to me. Thank you, StatQuest!!!!!!!!!!!!!!!!!

  • @chongxj9263
    @chongxj9263 Před rokem +12

    Thanks for your hard work producing all these incredible tutorials Josh. I just can't imagine how'd I have learned these concepts otherwise without your videos!

    • @statquest
      @statquest  Před rokem +3

      I'm happy to hear my videos are helpful. BAM! :)

  • @hefeicoder
    @hefeicoder Před 3 dny +1

    this channel is a treasure. Well done!

  • @TheSachinbob
    @TheSachinbob Před 4 lety +3

    Hi Josh,
    I am a Data Scientist and a music enthusiast (drummer). This video has cleared a long time confusion of mine. Thanks a lot buddy. Your songs are also good. :) Keep Rocking.

    • @statquest
      @statquest  Před 4 lety

      Thank you very much! I'm glad you like my stuff! :)

  • @adiamirudin430
    @adiamirudin430 Před 3 lety +25

    This is some godlike storytelling, I know myself sometimes skipped/half-understand the mathematical reasoning behind every algorithm, because sometimes its unbearable, too mathematical. You get the essence and storytelling it perfectly! Thanks man! Tha'ts a subs and bell for you!

  • @pushkarparanjpe
    @pushkarparanjpe Před 4 lety +2

    Having summary at the end is so thoguhtful but extra effort on your part but hugely helpful for the learner! Thanks.

    • @statquest
      @statquest  Před 4 lety +2

      Thank you! Very few people watch the summaries (youtube gives me statistics that tell me when people stop watching) so I've been debating whether or not they are worth the effort. It's good to know that you appreciate them.

  • @3rl0y
    @3rl0y Před 5 lety +47

    I was working on this all day, because most examples on the internet only touch the classification side of tree-based models. And now my Messiah, my saviour. StatQuest is the only true way of living and all infidels shall be doomed to misinterpret data for the rest of their mortal existence.

    • @Erosis
      @Erosis Před 5 lety +3

      BAM

    • @statquest
      @statquest  Před 5 lety +1

      Thanks!!! :)

    • @ailiani
      @ailiani Před 5 lety

      TRIPLE BAM!!!

    • @calvin5371
      @calvin5371 Před 5 lety

      So basically while constructing a tree we can take features in any combination? ... like .. and do we have to take all the features?

    • @marvellousmoonvalley7085
      @marvellousmoonvalley7085 Před 5 lety +1

      @@calvin5371 Decision Tree is a whole subject in itself. The algorithms for efficiently constructing an efficient decision tree are quite established. Sometimes we can ignore certain features when they are irrelevant.

  • @__krossell__
    @__krossell__ Před 3 lety +1

    This is the best explanation of the gradient boost. Period.

  • @girlthatcooks4079
    @girlthatcooks4079 Před 2 lety +2

    Im in love with this chanel, idk how i didnt know about it

  • @anaswahid8520
    @anaswahid8520 Před 5 lety +2

    You are LOGICALY CONSISTENT
    You have depth knowledge of your subject

  • @Josh-di2ig
    @Josh-di2ig Před 2 lety +2

    thanks for another amazing vid. watching this video alone improves my understanding not only about the model, but also about hyperparameters which makes me better at ML modelling. lucky to have you in the community.

  • @moushumisikdar198
    @moushumisikdar198 Před 3 lety +1

    Finding StatQuest channel "results in a small(but hugely significant) step in the right direction'" for ML. Thank you so much Josh!!

  • @mau345
    @mau345 Před 2 lety +5

    great material, thank you :) sometimes, we need to relax, take a step back and look at seemingly complicated things with a simple perspective. I hope more teachers are exposed to this kind of freedom and agility to creatively present their lessons.

  • @cherubin7th
    @cherubin7th Před 11 měsíci +2

    Thank you for actually explaining it, and not just "you would ask a bunch of doctors".

  • @anjithnair3082
    @anjithnair3082 Před 5 lety +7

    One of the best explanations for GB regressor. Excited for the next one.

  • @HKwak
    @HKwak Před 5 lety +2

    This man saves my life. I first tried to understand the one by reading the book: Elements of Statistical Learning, the book is too complicated and too much information for beginners. I think it's better approach to learn the cores with the visualization first, just like this video, and mathematical properties then next. Looking forward to watching the next video! Right away!

  • @MrLilipili
    @MrLilipili Před 4 lety +2

    You are just awesome!!! It’s 2:10 am London time! I have to submit my coursework tomorrow morning! I had to code it from scratch! Thank you so much 🙏

    • @statquest
      @statquest  Před 4 lety

      I hope you get a good grade! Let me know how it goes. :)

  • @sushilchauhan2586
    @sushilchauhan2586 Před 4 lety +1

    People who doesn't like his videos ... are with no BAM!
    please guys who watch his videos do like it .. least you can contribute and you know how much it takes to make such videos ...just go through refrence and read it

  • @KishanKumar-cr8hs
    @KishanKumar-cr8hs Před 3 lety +2

    Man !! you are such a gem. Even kids can learn these topic if they refer your videos

  • @xuhao7208721
    @xuhao7208721 Před 5 lety +2

    thank you so much, you are basically not wasting any of your words explaining this concept.

  • @ashishjadhav7752
    @ashishjadhav7752 Před 2 lety +1

    This was the first video which I've seen from your channel and believe me now i can't get rid of following u.. thankyou for such a nice explanation..

  • @bernardmontgomery3859
    @bernardmontgomery3859 Před 5 lety +3

    It is the first vedio that makes clear for me to understand Gbm

  • @sanglierquipue
    @sanglierquipue Před 5 lety +1

    Probably one of the best explanation of GB I have ever seen

  • @yurobert3007
    @yurobert3007 Před rokem +1

    I found boosting conceptually harder to grasp than bagging and random forest. This video explains each step with nice clear graphics with just about right pace! Thanks for the great efforts you have put into making this brilliant work.

  • @sandeepm625
    @sandeepm625 Před 4 lety +2

    very good explanation. First time, I got a a detailed understanding of the boosting algorithm and how trees are built.

  • @ghexz7
    @ghexz7 Před 11 měsíci +1

    You are making my dream of becoming a data scientist comes true. Thank you so much fron the bottom of my heart

  • @rreinec
    @rreinec Před 4 lety +1

    the clearest explanation for gradient boosting on the internet

  • @arda8206
    @arda8206 Před 3 lety +1

    Watching these videos is the best thing someone can do before jumping into papers and articles.

    • @statquest
      @statquest  Před 3 lety

      bam!

    • @arda8206
      @arda8206 Před 3 lety

      @@statquest Can you please mention some of the papers or resources that you used while making these videos?

    • @statquest
      @statquest  Před 3 lety

      @@arda8206 They are listed in the videos description, but I'll copy and paste them here.
      A 1999 manuscript by Jerome Friedman that introduced Stochastic Gradient Boost: statweb.stanford.edu/~jhf/ftp/stobst.pdf
      The Wikipedia article on Gradient Boosting: en.wikipedia.org/wiki/Gradient_boosting
      The scikit-learn implementation of Gradient Boosting: scikit-learn.org/stable/modules/ensemble.html#gradient-boosting

    • @arda8206
      @arda8206 Před 3 lety +1

      @@statquest oh my bad, thank you.

  • @siyangzhou5513
    @siyangzhou5513 Před 4 lety +2

    Who else hasn't started learning from this GENIUS??

  • @sammitiyadav6914
    @sammitiyadav6914 Před 3 lety +3

    What would I do without your videos? Thanks a ton!

  • @DeepakSingh-fo2wm
    @DeepakSingh-fo2wm Před 5 lety +2

    I am amazed .. such a complicated topic you have explained so simply.

  • @Zombie-wx9cq
    @Zombie-wx9cq Před 5 lety +1

    statquest is the best ML video out of all on the internet

  • @chajath
    @chajath Před 2 lety +1

    Thank you for this! I downed some 80k for a master's degree and your video is much better.

  • @SamirSheriff
    @SamirSheriff Před 5 lety +10

    This video came out at exactly the right time!! Triple BAMMM!!!! Thanks, Josh! :)

  • @LITHIUMINWATER
    @LITHIUMINWATER Před 2 lety +2

    "Then it scales the tree".-Awesome animation and great video as always!

  • @ritendradhakciya9935
    @ritendradhakciya9935 Před 5 lety +1

    Greatest Video I saw on the Internet to understand with this much clarity

  • @praveerparmar8157
    @praveerparmar8157 Před 3 lety +1

    Watching StatQuest videos is like multiplying yourself by the learning rate......slowly and steadily, you reach the goal

  • @binbochen1885
    @binbochen1885 Před 3 lety +1

    This channel saves my machine learning!

  • @jakedesnake97
    @jakedesnake97 Před 4 lety +4

    I have my Classification final tomorrow and Josh, you explain 100% better than my prof and the textbook combined. Thanks for boosting my confidence!

    • @statquest
      @statquest  Před 4 lety

      Good luck with your final. Let me know how it goes. :)

  • @boglu4382
    @boglu4382 Před 5 lety +1

    Watched many machine learning videos from your channel, very nice and clear and easy to follow , thank you ! good luck to my final tomorrow too!

  • @jmarkinman
    @jmarkinman Před 3 lety +1

    This is probably the best CS/Math channel I've ever seen. Right up there with 3Blue1Brown, Kudos!

  • @adsax1903
    @adsax1903 Před 3 lety +1

    this is pure gold, Josh!

  • @pratik3476
    @pratik3476 Před 8 měsíci +1

    Thanks for painting such a clear picture. It really helped!

  • @meysamamini9473
    @meysamamini9473 Před 3 lety +1

    I wonder how can someone dislike a great content like this :/// these videos are amazing!!! even a 5 year old kid can learn complicated ML concepts from StatQuest! THANK U Josh ❤️!

  • @sheldonsebastian7232
    @sheldonsebastian7232 Před 4 lety +2

    Im passing my classes just because of you!!!

  • @aly7401
    @aly7401 Před 2 lety +2

    Thank you very much, I've got the intuition of gradient boosting. MEGA BAM🥰

  • @hongkyulee9724
    @hongkyulee9724 Před 2 lety +1

    I was going to give up to study machine learning, but you save me. I will have to contribute to the world like you. Really thank you for nice educational resource...>

  • @reshmachikate5713
    @reshmachikate5713 Před 3 lety

    Hi Josh, Many thanks for this awesome video series on tree-based algorithms, this gave us a detailed understanding of the concepts. However, I wanted your views on the below points:-
    1.Like a random forest, does gradient boost use a subsample of the sample to build an individual tree? If yes, then how it minimizes the error of the previous trees as the previous trees can have a different sample.
    2.How does hyperparameter- subsample works in case of gradient boost?
    3. Does gradient boost use a sample of features to build a tree? or it builds a tree by considering all the features? How max_feature hyperparameter works?
    Your kind help will be very much appreciated.
    Thank you !!!

    • @statquest
      @statquest  Před 3 lety +1

      1) I believe that most implementations of Gradient Boost allow for random sampling or bootstrapping the dataset. The new tree is then fit to this new dataset, and then the original dataset is run down the tree to calculate residuals.
      2) Cross Validation
      3) Again, I believe that most implementations allow for a ransom sample of features to be used per tree. This is optimized with cross validiation.

    • @reshmachikate5713
      @reshmachikate5713 Před 3 lety +1

      @@statquest Many thanks for the help. This is very helpful for us.

  • @jasonshen4404
    @jasonshen4404 Před 4 lety +1

    You are amazing! I have been reading papers and ppts, none of them helped me to visualize the mechanism as what you have done! BAM!

  • @its_ya_boi_ace
    @its_ya_boi_ace Před 5 lety +4

    Dude... how tf is this channel not one of the most subscribed on youtube ?

  • @astaconteazamaiputin
    @astaconteazamaiputin Před 4 lety +2

    This is a great example of designing good instructions ! The methods you use for putting the learner in the right mindset for taking in difficult information is just inspirational

  • @NIHIT555
    @NIHIT555 Před 4 lety +1

    what a great video.I watched multiple lectures on this from various colleges.it is by far the best

  • @41abhishek
    @41abhishek Před 5 lety +2

    Best Tutorial I have ever seen

  • @koderr100
    @koderr100 Před 2 lety +1

    I like these BAMs. Improves understanding a lot!

  • @arnavgrover8301
    @arnavgrover8301 Před 4 lety +3

    This is brilliant. Simple yet detailed

  • @deepwebtube
    @deepwebtube Před 5 lety +1

    Too good sir! Nothing can get better than this...namaste!!!

  • @charlesd4572
    @charlesd4572 Před 3 měsíci +1

    Excellent presentation - BAM!

  • @Demonithese
    @Demonithese Před 4 lety +1

    Thank you for all the hard work you do to produce these videos. They are simply fantastic and every one rekindles my appreciation for statistics.

  • @aop2182
    @aop2182 Před 5 lety +1

    Finally! I have been waiting for you to talk about this since last year. GBM for classification would be more exciting, can't wait.

  • @MrKashyani
    @MrKashyani Před 4 lety +1

    You are beyond words Josh. Just love the work you are doing.

  • @darioarango671
    @darioarango671 Před 3 lety +1

    You are the Best teacher

  • @jaikishank
    @jaikishank Před 3 lety +1

    It was a very simple explanation of the complicated concept .Thanks for the great efforts and iam very passionate about your technique to slowly unravel the concept to brevity. Please keep doing the good work and may god bless you and your initiatives.

  • @edvinsjudins1109
    @edvinsjudins1109 Před 4 lety +1

    Thanks, your videos helped me start my professional career! (initially small but gradually increasing in significance BAM!)

    • @statquest
      @statquest  Před 4 lety +1

      That is awesome!!! TRIPLE BAM!!! :)

  • @honza8939
    @honza8939 Před 10 měsíci +1

    I'm surprised how easy it is. Thanks :)

  • @kohei4828
    @kohei4828 Před 5 lety +1

    Another great video! It would have saved me a ton of time to understand how GBM works if I had watched this video rather than going through lots of random online materials.

  • @Artificial_Intelligence_AI

    Today I was building a haar-like face recognition with Python and I didn’t understand the adaboost algorithm very well, suddenly CZcams showed me a notification about this video so once more you are my salvation... I won’t never understand how some of you can read people’s mind 😂... has you some kind of ML technique never shown before based on trends and predictions?

    • @statquest
      @statquest  Před 5 lety

      Ha! Good luck with the project. :)

  • @asabereowusu5854
    @asabereowusu5854 Před 5 lety +2

    This is similar to Random Forest. Great explanation. Great job!

  • @malinkata1984
    @malinkata1984 Před rokem +1

    A fun fact - you pronounce 'S' in exactly the same way as Ian Somerhalder in The Vampire Diaries. As I have said previously, your videos are awesome! Thank you so much for making the life of so many people easier.

  • @tymothylim6550
    @tymothylim6550 Před 3 lety +1

    Thank you Josh for this very fun video! I really enjoy watching these videos and I learnt a lot on how this is done! The use of specific step-by-step examples makes a big difference in terms of my understanding!

  • @jamalnuman
    @jamalnuman Před rokem +1

    Great. Much better than starting by math

  • @frankOcean825
    @frankOcean825 Před 3 lety +1

    i love this channel, from korea

  • @shashankkapoor2828
    @shashankkapoor2828 Před 2 lety +2

    I cant thank you enough for this amazing tutorial!

  • @hyejinlee913
    @hyejinlee913 Před 2 lety +1

    Best video I've ever watched. Thanks a lot :)

  • @sebastianschulz6741
    @sebastianschulz6741 Před 4 lety +1

    By far the best explanation in the internet 😉

  • @TechAddictGuy
    @TechAddictGuy Před 3 lety +17

    Is it just me or does anyone else loudly repeats BAM ?

  • @prathvikgs4406
    @prathvikgs4406 Před rokem +1

    That was a really great explanation ! thank you

  • @juansb1509
    @juansb1509 Před 5 lety +2

    Congratulations for a great video and thank you! Hope you talk about the "Gradient" part. How it relates to residuals...

  • @parveenparveen9384
    @parveenparveen9384 Před 3 lety +1

    Thank you. Just Amazing. Made it simple and clear

  • @subhz1
    @subhz1 Před 4 lety +1

    Excellent!!!!! BAM!!!!! great explanation👍

  • @puneettiwari2251
    @puneettiwari2251 Před 3 lety +1

    Fantastic session

  • @anonyme103
    @anonyme103 Před 4 lety +1

    Your content is simple and straight to the point! Quadruple Baaaaam!

    • @statquest
      @statquest  Před 4 lety +1

      Thank you! :)

    • @anonyme103
      @anonyme103 Před 4 lety +1

      @@statquest I'm glad that I found it and I wish you best of luck!

  • @Diadochokinetic
    @Diadochokinetic Před 5 měsíci +1

    Very good explanation.

  • @okioking2
    @okioking2 Před 5 lety +5

    this is incredible! very clear. thank you so much!

  • @rodolfoviegas8504
    @rodolfoviegas8504 Před 4 lety +1

    Simple and excelent explanation, thanks for made this class; greeting from Brasil!