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Feat/CatBoost model #1007
Feat/CatBoost model #1007
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Codecov ReportAttention: Patch coverage is
Additional details and impacted files@@ Coverage Diff @@
## master #1007 +/- ##
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Coverage 91.32% 91.33%
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Files 77 78 +1
Lines 7876 7917 +41
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+ Hits 7193 7231 +38
- Misses 683 686 +3 ☔ View full report in Codecov by Sentry. |
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Thanks @jonasracine , it looks like a good start.
Could you add unit tests?
Concerning factoring out the code, I think it's not necessary at the moment (we can do it later if we have more similar models coming).
Finally, how much work is it to add the RMSE mu/sigma version? It's probably not too difficult I imagine, in which case I'd vote for making it part of this PR.
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@jonasracine there are ~60 |
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LGTM, thanks
Added Catboost regression model. Currently, supports same probabilistic prediction possibilities (quantile and poisson) as Dart's LGBM implementation.
The Catboost class is mostly a copy-paste of the LGBM class.
Question: should this be refactored to avoid code duplication?
Future work: add support for Catboost's own "RMSEWithUncertainty" loss function, that returns [mean, variance] (see https://towardsdatascience.com/tutorial-uncertainty-estimation-with-catboost-255805ff217e)