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LightGBM - A fast, distributed, high performance gradient boosting (GBDT, GBRT, GBM or MART) framework based on decision tree algorithms, used for ranking, classification and many other machine learning tasks

  •    C++

For more details, please refer to Features.Experiments on public datasets show that LightGBM can outperform existing boosting frameworks on both efficiency and accuracy, with significantly lower memory consumption. What's more, the experiments show that LightGBM can achieve a linear speed-up by using multiple machines for training in specific settings.

xgboost - Scalable, Portable and Distributed Gradient Boosting (GBDT, GBRT or GBM) Library, for Python, R, Java, Scala, C++ and more

  •    C++

XGBoost is an optimized distributed gradient boosting library designed to be highly efficient, flexible and portable. It implements machine learning algorithms under the Gradient Boosting framework. XGBoost provides a parallel tree boosting (also known as GBDT, GBM) that solve many data science problems in a fast and accurate way. The same code runs on major distributed environment (Hadoop, SGE, MPI) and can solve problems beyond billions of examples.XGBoost has been developed and used by a group of active community members. Your help is very valuable to make the package better for everyone.

fast_retraining - Show how to perform fast retraining with LightGBM in different business cases

  •    Jupyter

In this repo we compare two of the fastest boosted decision tree libraries: XGBoost and LightGBM. We will evaluate them across datasets of several domains and different sizes.On July 25, 2017, we published a blog post evaluating both libraries and discussing the benchmark results. The post is Lessons Learned From Benchmarking Fast Machine Learning Algorithms.