For more details on Gradient Boosting Decision Tree (GBDT), XGBoost and LightGBM, please go to https://datachemeng.com/gradient_boosting/
To perform XGBooost and LightGBM, please install them first. For Anaconda users, XGBoost: https://anaconda.org/anaconda/py-xgboost LightGBM: https://anaconda.org/conda-forge/lightgbm