What is the difference between GBM, XGBoost, and LightGBM in gradient boosted tree implementations?

Machine Learning Hard

Machine Learning — Hard

What is the difference between GBM, XGBoost, and LightGBM in gradient boosted tree implementations?

Key points

  • GBM is the base algorithm
  • XGBoost adds second-order gradient approximation
  • LightGBM uses histogram-based splitting
  • LightGBM has leaf-wise tree growth
  • LightGBM uses GOSS and EFB for large datasets

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