What Makes LightGBM Light

The speed matters.

Photo by Shiro hatori on Unsplash

Gradient boosted decision trees (GBDT) is such a well-performing algorithm that it has served as a base for many state-of-the-art algorithms such as XGBoost, LightGBM, and CatBoost.

In this post, we will focus on what makes the LightGBM actually light and fast. LightGBM was created by researchers at Microsoft aiming to build a more efficient implementation of…