xgboost VS catboost

Finally, when it comes to building models and making predictions, Python and R have a plethora of options available. Libraries like scikit-learn, statsmodels, and TensorFlowin Python, or caret, randomForest, and xgboostin R, provide powerful machine learning algorithms and statistical models that can be applied to a wide range of problems. What's more, these libraries are open-source and have extensive documentation and community support, making it easy to learn and apply new techniques without needing specialized training or expensive software licenses.

You can find the problem outlined here: https://github.com/dmlc/xgboost/issues/5826. u/hcho3 diagnosed the problem and corrected it as of XGB version 1.2.0.

Reference: https://github.com/dmlc/xgboost/issues/2031

By the way, most of the time XGBoost works just as well for projects, would not recommend applying deep learning to every single problem you come across, it's something Stanford CS really likes to showcase when it's well known (1) that sometimes "smaller"/less complex models can perform just as well or have their own interpretive advantages and (2) it is well known within ML and DS communities that deep learning does not perform as well with tabular datasets and using deep learning as a default to every problem is just poor practice. However, if you do (god forbid) get language, speech/audio, vision/imaging, or even time series models then deep learning as a baseline is not the worst idea.

CatBoost is another popular and high-performance open-source implementation of the Gradient Boosting Decision Tree (GBDT). To learn how to use this algorithm, please see example notebooks for Classification and Regression.

Here are our benchmarks on training time comparing Tangram's Gradient Boosted Decision Tree Library to LightGBM, XGBoost, CatBoost, and sklearn.

Catboost - CatBoost is an open-source software library developed by Yandex. It provides a gradient boosting framework which attempts to solve for Categorical features using a permutation driven alternative compared to the classical algorithm. Link - https://catboost.ai/

CatBoost is an open source algorithm based on gradient boosted decision trees. It supports numerical, categorical and text features. Check out the docs.

If you considering GBDT check out catboost, unfortunately RF mode is not available but library implement lots of interesting categorical encoding tricks that boost accuracy.

The data contains a large number of categorical features. The most suitable for obtaining a base-line model, in my opinion, is CatBoost. It is a high-performance, open-source library for gradient boosting on decision trees.