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I managed to get lgb working by following the instructions on the comments section of this kernel on Kaggle (https://www.kaggle.com/ogrellier/noise-analysis-of-porto-seguro-s-features). You need to change the line 282 of boruta_py.py to:
self.estimator.set_params(random_state=self.random_state.get_state()[2])
donot suport lgb/xgb?
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