8000 Add LightGBM based models · Issue #143 · antoinecarme/pyaf · GitHub
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Add LightGBM based models #143
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@antoinecarme

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@antoinecarme

Similar to #98 (for XGBoost models)

Need to evaluate models of the type :

Transformed_Signal = Trend + Periodic + LightGBMRegressor(target = PeriodicResidue, input = PeriodicResidue_Lags)

Of course, this is done inside the competition (all possible combinations of transformations, trends and periodics are tested).

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