One of the most powerful techniques is to use the LightGBM (lightweight gradient boosting machine) system. LightGBM is a sophisticated, open-source, tree-based system that was introduced in 2017.

The Data Science Lab. Multi-Class Classification Using LightGBM. Dr. James McCaffrey of Microsoft Research provides a full-code, step-by-step machine learning tutorial on how to use the LightGBM ...