Question 9/10 fast.ai v4 lecture 7
What is boosting?
Boosting involves training a small model which underfits your dataset. You calculate predictions using the small model and then you subtract the predictions from the targets (these are the errors that your model is making, they are called residuals).
We then train another simple model, but this time we use the residuals as targets. And we do this over and over again, training a small model, improving the residuals, training another small model, and so on until we reach some stopping criteria (for tree learners, that could be the maximum number of trees). This leaves us with a bunch of models that we do not average, but which we sum.
Relevant part of lecture