Introduction
Bagging trains many models independently, in parallel, and averages them. Boosting takes a different approach: it trains models one after another, and each new model tries to fix the mistakes of the ones before it.
Think of a student preparing for an exam with a stack of practice questions:
- They attempt every question.
- They mark which ones they got wrong.
- Next round, they spend extra time on those questions.
- Repeat — each round focuses more on what's still difficult.
That's boosting. The two most popular methods are AdaBoost (this topic) and gradient boosting (next topic).