Implement Ray's lightgbm distributed training to compare against regular lightgbm distributed

[microsoft]

Implement Ray's lightgbm distributed training to compare against regular lightgbm distributed

[abhi-rf]

Hello,

The RayML link you provided also contains sample script for running LightGBM. How does the script to be written here should be different from the one provided ? I am willing to give the issue a try :)

[jfomhover]

Hello,

The RayML link you provided also contains sample script for running LightGBM. How does the script to be written here should be different from the one provided ? I am willing to give the issue a try :)

Missed that comment :-/ thank you for reaching out! I'm thinking about preparing some ground work in the repo to provide the right helper class for LightGBM on Ray. @ruizhuanguw is looking forward to implement some ray tune example, and I can provide a ray sample.

[jfomhover]

Here's a first PR to implement some helper class to support Ray components in our benchmark. This also implements lightgbm inferencing using Ray. #215

[ruizhuanguw]

@jfomhover what is the advantage of using inputs and outputs that are provided as directories, instead of single files?