A second derivative measures how a function’s rate of change changes. In gradient boosting, it is the gradient’s derivative and describes the objective’s curvature. section 5.4.2
XGBoost-style optimization uses this curvature through Newton’s method. Larger curvature reduces the gradient step, while smaller curvature allows faster movement, creating an adaptive learning rate. With squared error, the Hessian is constant and may add little; other objectives can benefit more. section 5.4.2


