I just stepped in machine learning competitions and it looks like most of the mid-sized dataset competitions are won by Gradient boosting based models. However I came accross case where LightGBM,Catboost or Adaboost had very different scores.
Is there a method to choose between those algorithms?
Topic gradient-boosting-decision-trees methodology classification
Category Data Science
I would say Catboost and lightgbm perform similarly and its purely a matter of choice.
Some of my colleagues prefered Catboost when dataset has lots of categorical columns, but I rarely saw any advantage over lightgbm.
there is a great article comparing CatBoost vs. Light GBM vs. XGBoost
https://towardsdatascience.com/catboost-vs-light-gbm-vs-xgboost-5f93620723db
And another article comparing even more boosting algos https://medium.com/@divyagera2402/boosting-algorithms-adaboost-gradient-boosting-xgb-light-gbm-and-catboost-e7d2dbc4e4ca
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