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docs: update LightGBM links (#2512)
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README.md

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- [Vowpal Wabbit](https://github.com/VowpalWabbit/vowpal_wabbit)
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- [LightGBM](https://github.com/Microsoft/LightGBM)
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- [LightGBM](https://github.com/lightgbm-org/LightGBM)
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- [DMTK: Microsoft Distributed Machine Learning Toolkit](https://github.com/Microsoft/DMTK)
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docs/Explore Algorithms/LightGBM/Overview.md

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### LightGBM
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[LightGBM](https://github.com/Microsoft/LightGBM) is an open-source,
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[LightGBM](https://github.com/lightgbm-org/LightGBM) is an open-source,
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distributed, high-performance gradient boosting (GBDT, GBRT, GBM, or
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MART) framework. This framework specializes in creating high-quality and
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GPU enabled decision tree algorithms for ranking, classification, and
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workloads.
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- **Performance**: LightGBM on Spark is 10-30% faster than SparkML on
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the Higgs dataset, and achieves a 15% increase in AUC. [Parallel
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experiments](https://github.com/Microsoft/LightGBM/blob/master/docs/Experiments.rst#parallel-experiment)
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experiments](https://github.com/lightgbm-org/LightGBM/blob/master/docs/Experiments.rst#parallel-experiment)
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have verified that LightGBM can achieve a linear speed-up by using
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multiple machines for training in specific settings.
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- **Functionality**: LightGBM offers a wide array of [tunable
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parameters](https://github.com/Microsoft/LightGBM/blob/master/docs/Parameters.rst),
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parameters](https://github.com/lightgbm-org/LightGBM/blob/master/docs/Parameters.rst),
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that one can use to customize their decision tree system. LightGBM on
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Spark also supports new types of problems such as quantile regression.
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- **Cross platform** LightGBM on Spark is available on Spark, PySpark, and SparklyR
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LightGBM on Spark uses the Simple Wrapper and Interface Generator (SWIG)
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to add Java support for LightGBM. These Java Binding use the Java Native
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Interface call into the [distributed C++
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API](https://github.com/Microsoft/LightGBM/blob/master/include/LightGBM/c_api.h).
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API](https://github.com/lightgbm-org/LightGBM/blob/master/include/LightGBM/c_api.h).
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We initialize LightGBM by calling
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[`LGBM_NetworkInit`](https://github.com/Microsoft/LightGBM/blob/master/include/LightGBM/c_api.h)
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[`LGBM_NetworkInit`](https://github.com/lightgbm-org/LightGBM/blob/master/include/LightGBM/c_api.h)
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with the Spark executors within a MapPartitions call. We then pass each
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workers partitions into LightGBM to create the in-memory distributed
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dataset for LightGBM. We can then train LightGBM to produce a model
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### Data Sampling
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In order for LightGBM algorithm to work, it must first create a set of bin boundaries for optimization. It does this calculation by
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first sampling the data before any training or inferencing starts. ([LightGBM docs](https://github.com/Microsoft/LightGBM)). The number of
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first sampling the data before any training or inferencing starts. ([LightGBM docs](https://github.com/lightgbm-org/LightGBM)). The number of
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samples to use is set using *binSampleCount*, which must be a minimal percent of the data or LightGBM rejects it.
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For *bulk* mode, this sampling is automatically done over the entire data, and each executor uses its own partitions to calculate samples for only

docs/Explore Algorithms/LightGBM/Quickstart - Classification, Ranking, and Regression.ipynb

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"source": [
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"## What is LightGBM\n",
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"\n",
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"[LightGBM](https://github.com/Microsoft/LightGBM) is an open-source,\n",
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"[LightGBM](https://github.com/lightgbm-org/LightGBM) is an open-source,\n",
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"distributed, high-performance gradient boosting (GBDT, GBRT, GBM, or\n",
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"MART) framework. This framework specializes in creating high-quality and\n",
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"GPU-enabled decision tree algorithms for ranking, classification, and\n",
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" workloads.\n",
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"- **Performance**: LightGBM on Spark is 10-30% faster than SparkML on\n",
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" the [Higgs dataset](https://archive.ics.uci.edu/dataset/280/higgs) and achieves a 15% increase in AUC. [Parallel\n",
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" experiments](https://github.com/Microsoft/LightGBM/blob/master/docs/Experiments.rst#parallel-experiment)\n",
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" experiments](https://github.com/lightgbm-org/LightGBM/blob/master/docs/Experiments.rst#parallel-experiment)\n",
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" have verified that LightGBM can achieve a linear speed-up by using\n",
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" multiple machines for training in specific settings.\n",
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"- **Functionality**: LightGBM offers a wide array of [tunable\n",
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" parameters](https://github.com/Microsoft/LightGBM/blob/master/docs/Parameters.rst),\n",
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" parameters](https://github.com/lightgbm-org/LightGBM/blob/master/docs/Parameters.rst),\n",
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" that one can use to customize their decision tree system. LightGBM on\n",
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" Spark also supports new types of problems such as quantile regression.\n",
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"- **Cross platform**: LightGBM on Spark is available on Spark, PySpark, and SparklyR.\n",

docs/Explore Algorithms/Regression/Quickstart - Vowpal Wabbit and LightGBM.ipynb

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"\n",
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"This notebook shows how to build simple regression models by using \n",
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"[Vowpal Wabbit (VW)](https://github.com/VowpalWabbit/vowpal_wabbit) and \n",
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"[LightGBM](https://github.com/microsoft/LightGBM) with SynapseML.\n",
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"[LightGBM](https://github.com/lightgbm-org/LightGBM) with SynapseML.\n",
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" We also compare the results with \n",
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" [Spark MLlib Linear Regression](https://spark.apache.org/docs/latest/ml-classification-regression.html#linear-regression)."
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]

lightgbm/src/main/scala/com/microsoft/azure/synapse/ml/lightgbm/LightGBMClassifier.scala

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/** Trains a LightGBM Classification model, a fast, distributed, high performance gradient boosting
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* framework based on decision tree algorithms.
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* For more information please see here: https://github.com/Microsoft/LightGBM.
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* For parameter information see here: https://github.com/Microsoft/LightGBM/blob/master/docs/Parameters.rst
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* For more information please see here: https://github.com/lightgbm-org/LightGBM.
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* For parameter information see here: https://github.com/lightgbm-org/LightGBM/blob/master/docs/Parameters.rst
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* @param uid The unique ID.
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*/
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class LightGBMClassifier(override val uid: String)
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Trains a LightGBM Classification model, a fast, distributed, high performance gradient boosting
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framework based on decision tree algorithms.
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For more information please see here: https://github.com/Microsoft/LightGBM.
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For more information please see here: https://github.com/lightgbm-org/LightGBM.

lightgbm/src/main/scala/com/microsoft/azure/synapse/ml/lightgbm/LightGBMRanker.scala

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/** Trains a LightGBMRanker model, a fast, distributed, high performance gradient boosting
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* framework based on decision tree algorithms.
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* For more information please see here: https://github.com/Microsoft/LightGBM.
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* For parameter information see here: https://github.com/Microsoft/LightGBM/blob/master/docs/Parameters.rst
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* For more information please see here: https://github.com/lightgbm-org/LightGBM.
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* For parameter information see here: https://github.com/lightgbm-org/LightGBM/blob/master/docs/Parameters.rst
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* @param uid The unique ID.
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*/
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class LightGBMRanker(override val uid: String)
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Trains a LightGBM Ranker model, a fast, distributed, high performance gradient boosting
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framework based on decision tree algorithms.
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For more information please see here: https://github.com/Microsoft/LightGBM.
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For more information please see here: https://github.com/lightgbm-org/LightGBM.

lightgbm/src/main/scala/com/microsoft/azure/synapse/ml/lightgbm/LightGBMRegressor.scala

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/** Trains a LightGBM Regression model, a fast, distributed, high performance gradient boosting
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* framework based on decision tree algorithms.
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* For more information please see here: https://github.com/Microsoft/LightGBM.
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* For parameter information see here: https://github.com/Microsoft/LightGBM/blob/master/docs/Parameters.rst
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* For more information please see here: https://github.com/lightgbm-org/LightGBM.
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* For parameter information see here: https://github.com/lightgbm-org/LightGBM/blob/master/docs/Parameters.rst
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* Note: The application parameter supports the following values:
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* - regression_l2, L2 loss, alias=regression, mean_squared_error, mse, l2_root, root_mean_squared_error, rmse
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* - regression_l1, L1 loss, alias=mean_absolute_error, mae
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Trains a LightGBM Regression model, a fast, distributed, high performance gradient boosting
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framework based on decision tree algorithms.
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For more information please see here: https://github.com/Microsoft/LightGBM.
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For more information please see here: https://github.com/lightgbm-org/LightGBM.

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