Comparing The Gradient Boosting Decision Tree Packages: XGBoost vs LightGBM

Gradient Boosting Decision Tree is a widely-used machine learning algorithm for classification and regression problems. This is not a new topic for machine learning developers.  GBDT achieves state-of-the-art performance in various machine learning tasks due to its efficiency, accuracy, and interpretability. GBDT is an ensemble model of decision trees which learns the decision trees by finding the best split points.  Finding the best split points while learning a decision tree is supposed to be a time-consuming issue. This issue can be overcome by packages such as XGBoost and LightGBM. XGBoost and LightGBM are the packages belong to the family of gradient boosting decision trees (GBDTs). In this article, we list down the comparison between XGBoost and LightGBM.  Understand