GBNet

Gradient Boosting Machines (GBMs) are widely used for their predictive power and interpretability, while Neural Networks offer flexible architectures but can be opaque. GBNet is a Python package that integrates XGBoost and LightGBM with PyTorch. By leveraging PyTorch’s auto-differentiation, GBNet enables novel architectures for GBMs that were previously exclusive to pure Neural Networks. The result is a greatly expanded set of applications for GBMs and an improved ability to interpret expressive architectures due to the use of GBMs.