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GBM vs Random Forest: which algorithm should be used when?

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Related Questions:
– How is Gradient Boosting different from Random Forest?
What are the advantages and disadvantages of Random Forest?
– What are the advantages and disadvantages of a GBM model?

Gradient Boosting Machines (GBM) and Random Forest (RF) are both popular ensemble learning methods used in machine learning. They are both powerful algorithms and have their own strengths and weaknesses. The following table illustrates various scenarios and suggests which algorithm should be used in each case.

AttributeRandom Forest vs Gradient Boosting:
Which algorithm is better?
When dealing with high missing values Random Forest (RF) can handle missing values better than Gradient Boosting (GBM) as RF does not require much preprocessing of data. GBM, on the other hand, requires imputation of missing values before training the model.
Winner: Random Forest
When interpretability of the model is important Random Forest provides feature importance scores that reflects the contribution of each feature to the overall model performance increasing model interpretability. GBM also provides a measure of feature importance, however, the interpretation of such features is not very straightforward.
Winner: Random Forest
When prediction accuracy is the top priorityIn practice, GBM generally outperforms Random Forest in terms of predictive accuracy. One reason for this is that Random Forest reduces error by combining multiple trees to reduce variance. However, GBM reduces error by reducing both bias and variance. GBM uses gradient descent to iteratively fit new weak learners to the residuals of the previous ones, minimizing a loss function. This allows GBM to focus on the errors made by the previous weak learners and correct them in subsequent iterations, reducing bias. Variance in GBM is reduced by combining predictions from multiple trees built in the sequence.
(Error = Bias + Variance)
Winner: GBM
When training time is a constraintDue to parallel processing, Random Forest is generally faster to train than GBM . In GBM , trees are built sequentially and iteratively, with each tree depending on the previous trees requiring more training time. Additionally, GBM requires hyperparameter tuning , which is quite time consuming, however this is not the case with Random Forest, which further reduces the training time for Random Forest .
Winner: Random Forest
When dealing with imbalanced datasets In an imbalanced dataset, where one class has much fewer instances than another class, Random Forest may produce biased predictions towards the majority class. In contrast, GBM can handle this problem by gradually increasing the weight of the misclassified examples in each iteration by the boosting process leading to superior performance
Winner: GBM
Difference between Gradient Boosting and Random Forest (Source: AIML.com Research)

However, it’s important to note that there is no single “best” machine learning algorithm for all problems, and the performance of GBM and Random Forest can vary depending on the specific dataset and problem being solved. It’s always a good idea to experiment with different models and compare their performance on a validation set before choosing the final model for deployment.

Video Explanation

  • In the following video, Josh Stramer takes viewers on a StatQuest that motivates Boosting, and compares and contrasts it with Random Forest. Even though the video is titled “Adaboost”, it does explain the differences between Random Forest and Boosting.
Random Forest vs Boosting by Josh Stramer, Statquest

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