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LightGBM occupies a sweet spot between speed and accuracy, and is a library I've grown to love. Nowadays, this is my primary choice for quick impactful results. NB: if your data has categorical features, you might easily beat xgboost in training time, since LightGBM explicitly supports them, and for xgboost you would need to use one hot encoding, increasing the size of the data that the library needs to work with.



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