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Add a new note to mention unsupported GPU case
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nzw0301 committed Aug 20, 2022
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5 changes: 5 additions & 0 deletions optuna/integration/catboost.py
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Expand Up @@ -32,6 +32,11 @@ class CatBoostPruningCallback:
after training manually unlike other pruning callbacks
to raise :class:`optuna.TrialPruned`.
.. note::
This callback cannot be used with CatBoost on GPUs because CatBoost doesn't support
a user-defined callback for GPU.
Please refer to `CatBoost issue <https://github.com/catboost/catboost/issues/1792>`_.
Args:
trial:
A :class:`~optuna.trial.Trial` corresponding to the current evaluation of the
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