The One-Line Summary: On the same data with the same tuning budget, XGBoost and LightGBM finished 0.00020 AUC apart — and when I handed LightGBM its 2.23× speed advantage back as extra search time, it fitted 1.59× as many candidates and gained −0.00013 AUC for the trouble; the real difference between them is not accuracy, it is that LightGBM trains 3.3× faster while XGBoost predicts 2.2× faster. The Question Everyone Asks Wrong "Which is more accurate, XGBoost or LightGBM?"...