Credit Card Fraud Detection in R-- AUC 98.2% Best Score - 99.2%

Light GBM is a high-performance gradient boosting (GBDT, GBRT, GBM or MART) framework and is used for classification, machine learning, and ranking related tasks. Light GBM grows tree vertically while other algorithm grows trees horizontally. Light GBM grows tree leaf-wise while other algorithm grows level-wise. Leaf with max delta loss grows. By growing the same leaf, a leaf-wise algorithm can reduce more loss than a level-wise algorithm.