Slow And Steady

In a gradient boosting model (GBDT), each new tree is fit to the negative gradient of the loss (pseudo-residuals) from the current ensemble, and its output is scaled by a learning rate before being added. If you lower the learning rate from 0.3 to 0.01 while keeping n_estimators fixed, what happens?

A

The model overfits harder because smaller steps let it memorize noise in the residuals

B

The model underfits because each tree's correction to the residuals is now too small to be compensated for without adding more trees

C

Training becomes faster since each tree needs less precision to fit the residuals

D

The model is unaffected because learning rate only rescales feature importances, not predictions