https://lightgbm.readthedocs.io/en/latest/Features.html#sparse-optimization
https://www.msra.cn/zh-cn/news/features/lightgbm-20170105
http://papers.nips.cc/paper/6907-lightgbm-a-highly-efficient-gradient-boosting-decision-tree.pdf
LightGBM 如何调参: https://blog.csdn.net/aliceyangxi1987/article/details/80711014
特征选择: 采用histogram算法:
gbtree的构建: leaf-wise策略