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CatBoost: unbiased boosting with categorical features

NeurIPS 2018 · Learning theory and algorithms › Prediction and decision losses · approach: Active learning and subset selection · 1,125 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use CatBoost Ordered rather than LightGBMgradient-boosted trees with ordered target statistics · Adult, Amazon, Click, Epsilon, Appetency, Churn, Internet, Upselling, Kicklogloss: +2.4%; +17%; +1.2%; +1.5%; +0.4%; +0.1%; +6.8%; +0.3%; +3.5%Helped
Use CatBoost Ordered rather than XGBoostgradient-boosted trees with ordered target statistics · Adult, Amazon, Click, Epsilon, Appetency, Churn, Internet, Upselling, Kicklogloss: +2.2%; +17%; +1.2%; +11%; +0.4%; +0.5%; +7.9%; +0.04%; +3.2%Helped
Replace ordered boosting with Plain boosting (ablation)CatBoost · Adult and Internetlogloss: +1.1%; +3.9%Hurt
Replace ordered boosting with Plain boosting (ablation)CatBoost · Amazon, Click, Churn, Kicklogloss: -0.6%; -0.05%; -0.06%; -0.2%No clear effect
Replace ordered boosting with Plain boosting (ablation)CatBoost · Epsilon, Appetency, Upsellinglogloss: +0.6%; +0.5%; +0.1%Hurt
Replace ordered target statistics with greedy target statistics (ablation)CatBoost Ordered · Amazon, Click, Appetency, Churn, Internet, Upselling, Kicklogloss: +40%; +13%; +24%; +12%; +33%; +57%; +22%Hurt
Replace ordered target statistics with holdout target statistics (ablation)CatBoost Ordered · Adult, Amazon, Click, Appetency, Churn, Internet, Upselling, Kicklogloss: +2.1%; +8.3%; +1.5%; +1.6%; +0.9%; +2.6%; +1.6%; +1.3%Hurt
Replace ordered target statistics with leave-one-out target statistics (ablation)CatBoost Ordered · Adult, Amazon, Click, Appetency, Churn, Internet, Upselling, Kicklogloss: +5.5%; +4.5%; +2.7%; +8.5%; +1.6%; +27%; +3.9%; +3.7%Hurt
Allow categorical feature combinations up to 2 rather than 1 (ablation)CatBoost · average across evaluated datasetslogloss: 1.86%Helped
Increase the number of permutations from 1 to 3 or 9 (ablation)CatBoost · average across evaluated datasetslogloss: 0.19%; 0.38%Helped

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