I read this post on light gbm.
After the instruction regarding the installation, it’s written: “The exe and dll will be in LightGBM/ folder”. Yes, I got the .exe and the .dll file but an r-package has to be a zip/tar.gz file. How to get there?
Edit: I did the installation via GUI http://lightgbm.readthedocs.io/en/latest/Installation-Guide.html#windows.