LightGBM VS mljar-supervised

SIRUS.jl is a pure Julia implementation of the SIRUS algorithm by Bénard et al. (2021). The algorithm is a rule-based machine learning model meaning that it is fully interpretable. The algorithm does this by firstly fitting a random forests and then converting this forest to rules. Furthermore, the algorithm is stable and achieves a predictive performance that is comparable to LightGBM, a state-of-the-art gradient boosting model created by Microsoft. Interpretability, stability, and predictive performance are described in more detail below.

Hey, thanks everybody for your answers. I've asked around in the XGBoost and LightGBM repos and some folks there also agreed that memory speed will be a bottleneck yes.

LightBGM seems to have C API support, and C++ example in the main repo

LGBM doesn't do RF well, but it's easy to manually bag single LGBM trees.

LightGBM is a popular and high-performance open-source implementation of the Gradient Boosting Decision Tree (GBDT). To learn how to use this algorithm, please see example notebooks for Classification and Regression.

Microsoft lightGBM. https://github.com/microsoft/LightGBM

Here are our benchmarks on training time comparing Tangram's Gradient Boosted Decision Tree Library to LightGBM, XGBoost, CatBoost, and sklearn.

{ inputs = { nixpkgs = { url = "github:nixos/nixpkgs/nixos-unstable"; }; flake-utils = { url = "github:numtide/flake-utils"; }; }; outputs = { nixpkgs, flake-utils, ... }: flake-utils.lib.eachDefaultSystem (system: let pkgs = import nixpkgs { inherit system; }; lightgbm-cli = (with pkgs; stdenv.mkDerivation { pname = "lightgbm-cli"; version = "3.3.1"; src = fetchgit { url = "https://github.com/microsoft/LightGBM"; rev = "v3.3.1"; sha256 = "pBrsey0RpxxvlwSKrOJEBQp7Hd9Yzr5w5OdUuyFpgF8="; fetchSubmodules = true; }; nativeBuildInputs = [ clang cmake ]; buildPhase = "make -j $NIX_BUILD_CORES"; installPhase = '' mkdir -p $out/bin mv $TMP/LightGBM/lightgbm $out/bin ''; } ); in rec { defaultApp = flake-utils.lib.mkApp { drv = defaultPackage; }; defaultPackage = lightgbm-cli; devShell = pkgs.mkShell { buildInputs = with pkgs; [ lightgbm-cli ]; }; } ); }

I'm working on the AutoML python package (Github repo). In my package, I'm using many different algorithms. One of the algorithms is LightGBM. The algorithm after the training doesn't release the memory, even if del is called and gc.collect() after. I created the issue on LightGBM GitHub -> link. Because of this leak, memory consumption is growing very fast during algorithm training.

Web App is using two open-source packages that I've created:

- MLJAR AutoML - Python package for AutoML on tabular data https://github.com/mljar/mljar-supervised

- Mercury - framework for converting Jupyter Notebooks into Web App https://github.com/mljar/mercury

You can run Web App locally. What is more, you can adjust notebook's code for your needs. For example, you can set different validation strategies or evalutaion metrics or longer training times. The notebooks in the repo are good starting point for you to develop more advanced apps.

It's an Automated Machine Learning python package. It's open-source, you can see how it works on GitHub: https://github.com/mljar/mljar-supervised

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If you need a simple and fast solution, go with auto-sklearn Maybe a bit more complex, but very powerful was mljar-supervised

In my case, I had experience in DS and software engineering. It gives me ability to start a company that works on Data Science tools.

MLJAR AutoML is a Python package for Automated Machine Learning on tabular data with feature engineering, explanations, and automatic documentation.

I recommend trying my AutoML package. You can easily check many different algorithms. Waht is more, the baseline algorithms are checked (major class predictor for classification and mean predictor for regression). The advance of AutoML is that it is really quick. You dont need to write preprocessing code, just call fit method.