Things on this page are fragmentary and immature notes/thoughts of the author. Please read with your own judgement!
https://pypi.org/project/lightgbm/#build-gpu-version
https://github.com/microsoft/LightGBM/blob/master/docs/Installation-Guide.rst#build-gpu-version
https://www.kaggle.com/vinhnguyen/gpu-acceleration-for-lightgbm
Microsoft's Example Dockerfile for GPU version of LightGBM
How I set Windows GPU Environment for tensorflow, lightgbm, xgboost, catboost, etc…
install the below libraries (non GPU) before you install/compile LightGBM
:::bash apt-get install cmake libboost-dev pip3 install joblib numpy scipy scikit-learn
GPU vs CPU Performance
It seems to that GPU have 3 ~ 10 times speed up generally speaking.
https://github.com/Microsoft/LightGBM/blob/master/docs/GPU-Performance.rst