How to Develop a Light Gradient Boosted Machine (LightGBM) Ensemble

Light Gradient Boosted Machine, or LightGBM for short, is an open-source library that provides an efficient and effective implementation of the gradient boosting algorithm.

LightGBM extends the gradient boosting algorithm by adding a type of automatic feature selection as well as focusing on boosting examples with larger gradients. This can result in a dramatic speedup of training and improved predictive performance.

As such, LightGBM has become a de facto algorithm for machine learning competitions when working with tabular data for regression and classification predictive modeling tasks. As such, it owns a share of the blame for the increased popularity and wider adoption of gradient boosting methods in general, along with Extreme Gradient Boosting (XGBoost).

In this tutorial, you will



To finish reading, please visit source site