Gradient boosting builds an ensemble iteratively, adding predictive models to reduce the current ensemble’s errors. In demand forecasting, it is compared with linear models and constant baselines across multiple quantiles. section 9.4.1
Use error analysis to decide whether the model is useful and sufficiently simple:
- Check the iteration-based learning curve for convergence, baseline improvement, underfitting, and overfitting. section 9.4.1
- Choose a rough tree-count grid, such as 500, 1,000, 2,000, 3,000, and 5,000 trees, after confirming convergence. section 9.4.1
- Vary lag counts and window sizes, then use model-size-versus-error plots to control complexity and seasonal-pattern capture. section 9.4.1




