I found this post : https://www.analyticsvidhya.com/blog/2017/06/which-algorithm-takes-the-crown-light-gbm-vs-xgboost/
However, they did not explain clearly in terms of mathematical model. Could anyone make it more clearly please ?
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I your question about speed or mathematical model? Those are two completely different things. Speed may depend on many different things, e.g. quality of the implementation, or technology that was used. – Tim Nov 11 '17 at 16:12
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I focus on the mathematical model. What are the differences between them ? – kgk Nov 11 '17 at 16:21
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1I edited your title to make it more clear. – Tim Nov 11 '17 at 16:28
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I think the main difference is in how the algorithms explore the space of possible decision trees. Most tree growing algorithms use a greedy search strategy, split decisions are made in a locally optimal way, but that doesn't necessary lead to the optimal decision tree. XGBoost, like most other decision tree based algorithms I've seen, appears to use a breadth first greedy approach to grow a tree. LightGBM appears to use a depth first greedy search strategy. – Kyle Nov 11 '17 at 19:27