LightGBM and LightGBMLSS
The second tool, LightGBMLSS, is a technical extension of the first, LightGBM, making them complements that can be used together, with LightGBMLSS building upon LightGBM's core capabilities for probabilistic modeling.
About LightGBM
lightgbm-org/LightGBM
A fast, distributed, high performance gradient boosting (GBT, GBDT, GBRT, GBM or MART) framework based on decision tree algorithms, used for ranking, classification and many other machine learning tasks.
Implements leaf-wise tree growth with histogram-based learning to reduce memory footprint and accelerate training on CPU and GPU hardware. Provides native bindings for Python, R, and C++, with ecosystem integrations including FLAML for AutoML, Optuna for hyperparameter tuning, and model compilers like Treelite and Hummingbird for production deployment.
About LightGBMLSS
StatMixedML/LightGBMLSS
An extension of LightGBM to probabilistic modelling
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