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A family of algorithms combining weakly predictive models into a strongly predictive model. The most common approach is called gradient boosting, and the most commonly used weak models are classification/regression trees.

2 votes

Does ensembling cause overfitting?

You should not be setting weights for which the AUC is the maximum for the particular test set. The test data should not be used for training the model at all. This will give you the difference betwe …
Raunak Thomas's user avatar