Catboost carma

[Akai01]

Hello Adrian,

Is there a particular reason why you are encoding categorical variables in catboost carma?

Best regards

Res

[AdrianAntico]

@Akai01 Not sure exactly what you're asking so let me know if this answers your question.

With CatBoost related functions (CARMA included), I do not do anything to the categorical variables, if your data has them (think panel data for the CARMA case versus a single series). I do, however, "dummify" categorical variables when I run the XGBoost related functions (CARMA included) because XGBoost cannot process categorical variables. I use my DummifyDT() function internally in all the XGBoost functions so you can supply data with categorical variables and the function will manage all that for you.