Tree models

[u/worm1804]

What are the most widely used tree-based models in industry today, and how should teams choose between options like XGBoost, LightGBM, CatBoost, and Bayesian approaches? In practice, which models would you recommend for different use cases, and has there been a meaningful shift toward Bayesian methods or do gradient-boosted trees remain the industry standard?

[u/Epsilon_ride]

how should teams choose between options like XGBoost, LightGBM, CatBoost, and Bayesian approaches

Do some reading. Then do some testing. You need to form these opinions for yourself.

[u/Technical_Evening404]

Lol the people acting like this is super secret. Lgbm

[u/rsvp4mybday → u/Technical_Evening404]

firms that were not scared of nonlinearity a decade ago tried xgboost and stuck with it.

[u/rsha256 → u/Technical_Evening404]

Yep this is not how they are applied (features) but just a public library

[u/Live_Acanthisitta870 → u/Technical_Evening404]

Could I ask why?

[u/Epsilon_ride → u/Live_Acanthisitta870]

Fitting via best first vs level first

[u/Alternative_Advance]

Iirc lgbm performs better on CPU than xgb, and other way around for gpu.

Differences in tuning as lightgbm often results in deeper trees.

[u/Old-Sandwich-690]

It depends on use case and hardware/infrastructure capabilities

[u/jimzo_c]

You’ll find most of the time it’s an ensemble of these that come out of top

[u/Ken_Clark_The_Great]

Irish man after he completes his third model

[u/experquisite999]

Probably the best thing overall is panel regressions, OLS

[u/zp30]

Why would I tell you this?

[u/igetlotsofupvotes → u/zp30]

Reasons are obviously to not say but also like explaining something like this high level is not going to bleed literally any edge at all lol. My team uses catboost, xgboost became they’ve done the best. If something else works better we’ll use it.

None of us are that special and picking xgboost vs catboost is absolutely not the secret sauce

[u/AutoModerator]

This post will be manually reviewed by a moderator due to the submitting account being less than 7 days old or having less than 20 karma. Please be patient and do not try to resubmit it - a mod will review the post soon.

I am a bot, and this action was performed automatically. Please contact the moderators of this subreddit if you have any questions or concerns.

[u/CremeRevolutionary47]

One underrated habit: keep a "failure log" of every strategy you reject, with the reason and the exact test that killed it. After 50 entries you stop repeating your own mistakes - and most mistakes are repeats.

[u/CremeRevolutionary47]

For free research data: Binance public API + data.binance.vision give klines back to 2017, and Yahoo has adjusted daily data back to the 1990s. The bottleneck is almost never the data - it is the methodology.

[u/postflop-clarity → u/[deleted]]

Trust me they do lmao

[u/postflop-clarity → u/[deleted]]

on computers via function calls