New Model Request - Add LightGBM

[mdancho84]

It looks like Microsoft is getting close to CRAN acceptance of their LightGBM. It's a powerful algorithm that has just played a big part in winning solutions to the recent M5 Forecasting Competition (Kaggle). Definitely a good one to add to parsnip or a parsnip-adjacent library. Any thoughts?

Reference: microsoft/LightGBM#3338

[mdancho84]

Just found out about this: curso-r/treesnip#23

[zenggyu]

@topepo @Athospd @dfalbel, why not just merge the part of treesnip that's associated with lightgbm into parsnip? Given its popularity, maturity and amazing performance, I think lightgbm deserves a place in parsnip, just like xgboost.

[topepo]

Because of the non-R-ness of their interface, that model needs a wrapper function. As a consequence of that, it would need to be a formal dependency. I want to avoid more of those, especially for packages where it is a pain to get installed (like this one). It might be better once they are on CRAN but I think that it is fine to be an a separate package.

[jameslamb]

I found this discussion via GitHub search. I'd like to inform everyone here that {lightgbm} is now on CRAN 😀

https://CRAN.R-project.org/package=lightgbm

the non-R-ness of their interface

If this refers to LightGBM, I'd appreciate if someone working on {parsnip} or interested in seeing a {lightgbm} integration with it would open an issue in LightGBM explaining what you'd like to see added or changed.

[github-actions]

This issue has been automatically locked. If you believe you have found a related problem, please file a new issue (with a reprex: https://reprex.tidyverse.org) and link to this issue.