CatBoost is an open-source gradient boosting library used to train large amounts of data using ML. It supports the direct usage of categorical variables. It gives a very high performance in comparison to the other boosting algorithms. It is straightforward to implement and run. It is a model developed by Yandex. It provides support for out-of-the-box descriptive data formats and does not require much training. It gives a good performance with a lesser number of training iterations.

Light GBM

LightGBM is a gradient boosting framework that uses a decision tree algorithm. As the name suggests, its training speed is very fast and can be used for training large datasets. 

Pros

  1. Faster training speed and accuracy

  2. Lower memory usage

  3. Parallel GPU support

  4. Higher efficiency and performance

Cons

  1. Narrow user base