LightGBM VS xgboost

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.

Finally, when it comes to building models and making predictions, Python and R have a plethora of options available. Libraries like scikit-learn, statsmodels, and TensorFlowin Python, or caret, randomForest, and xgboostin R, provide powerful machine learning algorithms and statistical models that can be applied to a wide range of problems. What's more, these libraries are open-source and have extensive documentation and community support, making it easy to learn and apply new techniques without needing specialized training or expensive software licenses.

You can find the problem outlined here: https://github.com/dmlc/xgboost/issues/5826. u/hcho3 diagnosed the problem and corrected it as of XGB version 1.2.0.

Reference: https://github.com/dmlc/xgboost/issues/2031

By the way, most of the time XGBoost works just as well for projects, would not recommend applying deep learning to every single problem you come across, it's something Stanford CS really likes to showcase when it's well known (1) that sometimes "smaller"/less complex models can perform just as well or have their own interpretive advantages and (2) it is well known within ML and DS communities that deep learning does not perform as well with tabular datasets and using deep learning as a default to every problem is just poor practice. However, if you do (god forbid) get language, speech/audio, vision/imaging, or even time series models then deep learning as a baseline is not the worst idea.