https://github.com/mayer79/gradient_boosting_comparison

Comparison of major gradient boosting implementations
https://github.com/mayer79/gradient_boosting_comparison

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Comparison of major gradient boosting implementations

• Host: GitHub
• URL: https://github.com/mayer79/gradient_boosting_comparison
• Owner: mayer79
• Created: 2020-05-15T06:28:32.000Z (over 4 years ago)
• Default Branch: master
• Last Pushed: 2022-10-20T16:10:55.000Z (about 2 years ago)
• Last Synced: 2024-10-04T12:57:07.144Z (3 months ago)
• Size: 84 KB
• Stars: 0
• Watchers: 3
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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# Features of Major Gradient Boosting Implementations

Selection of features of major gradient boosting implementations [XGBoost](https://github.com/dmlc/xgboost), [LightGBM](https://github.com/microsoft/LightGBM), and [CatBoost](https://github.com/catboost/catboost) for Python and R.

Aspect         | XGBoost       | LightGBM      | CatBoost

:------------ | :-------------| :-------------| :-------------

Speed: CPU  |  | :two_hearts:  |

Speed: GPU  | :heart: |   | :two_hearts:

Standard losses | :heavy_check_mark: | :heavy_check_mark: | :heavy_check_mark:

Special loss: Poisson/Gamma/Tweedie |:heavy_check_mark: | :heavy_check_mark: | :heavy_check_mark:

Special loss: Survival| :heavy_check_mark: ||

Special loss: Robust | |  :heavy_check_mark: | :heavy_check_mark:

Special loss: Quantile ||:heavy_check_mark:|:heavy_check_mark:

Tree size regularization | :heavy_check_mark:| :heavy_check_mark:| :heavy_check_mark:

Categorical input handling | | :heart: | :two_hearts:

Constraints: monotonic  | :heavy_check_mark: |  :heavy_check_mark: | :heavy_check_mark:

Constraints: interaction  | :heavy_check_mark: |     :heavy_check_mark:      | 

Case weights | :heavy_check_mark: | :heavy_check_mark: | :heavy_check_mark:

Missing values | :heavy_check_mark: | :heavy_check_mark: | :heavy_check_mark:

Interpretation: Importance |:heavy_check_mark:|:heavy_check_mark:|:heavy_check_mark:

Interpretation: SHAP | :heavy_check_mark: | :heavy_check_mark: | :heavy_check_mark:

Cross-validation | :heavy_check_mark: | :heavy_check_mark: | Python only

Special mode: Random Forest | :heavy_check_mark: | :heavy_check_mark: |

Special mode: Linear booster | :heavy_check_mark: | :heavy_check_mark: |

Installation easy | :heavy_check_mark: | :heavy_check_mark: | :heavy_check_mark:

Initial public release | 2014 | 2016 | 2017

This compilation as per Oct 10, 2022 is neither complete nor does it claim to be correct.

- Update as per July 5, 2020: LightGBM has implemented interaction constraints, hurray :-).

- Update as per Sept. 25, 2020: LightGBM is on CRAN, hurray again!

- Fixed initial release year of LGB