Tuning order
- Overfitting detector on a validation set (
od_type="Iter",od_wait=200,use_best_model=True). learning_rate0.03-0.1 with enoughiterations(early stopping decides).depth4-10.l2_leaf_reg1-10 (log).random_strength0.5-10,bagging_temperature0-1 (Bayesian) orbootstrap_type="Bernoulli"+subsample0.6-0.9.- Categorical knobs if categoricals dominate:
one_hot_max_size,max_ctr_complexity. - Refit with a lower learning rate and the scaled iteration count.
CatBoost defaults are strong; a modest search (30-60 trials) is usually enough.
Optuna space
def objective(trial):
params = {
"loss_function": "Logloss", "eval_metric": "AUC", "iterations": 3000, "od_type": "Iter", "od_wait": 150,
"random_seed": 0, "verbose": 0, "allow_writing_files": False,
"learning_rate": trial.suggest_float("learning_rate", 0.02, 0.15, log=True),
"depth": trial.suggest_int("depth", 4, 9),
"l2_leaf_reg": trial.suggest_float("l2_leaf_reg", 1.0, 20.0, log=True),
"random_strength": trial.suggest_float("random_strength", 0.1, 10.0, log=True),
"bootstrap_type": trial.suggest_categorical("bootstrap_type", ["Bayesian", "Bernoulli"]),
}
if params["bootstrap_type"] == "Bayesian":
params["bagging_temperature"] = trial.suggest_float("bagging_temperature", 0.0, 1.0)
else:
params["subsample"] = trial.suggest_float("subsample", 0.6, 1.0)
model = CatBoostClassifier(**params)
model.fit(train_pool, eval_set=valid_pool, use_best_model=True)
return model.get_best_score()["validation"]["AUC"]Conditional parameters (bagging_temperature vs subsample) avoid the CB004 conflict.
Imbalance
| Option | Effect |
|---|---|
| none | calibrated probabilities; evaluate with PRAUC |
auto_class_weights="Balanced" / "SqrtBalanced" | reweights classes; probabilities shift (recalibrate) |
scale_pos_weight | binary only |
class_weights=[w0, w1, ...] | explicit |
| Only one of the three may be set. |
Monotone constraints
CatBoostRegressor(monotone_constraints=["sqft:1", "age:-1"]) # or a list aligned with columnsSupported for numeric features with symmetric/depthwise trees on CPU.
Losses for other tasks
| Task | loss_function | eval_metric |
|---|---|---|
| Regression | RMSE, MAE, Huber:delta=1, Quantile:alpha=0.9, Expectile, LogCosh | RMSE, MAE, R2 |
| Counts / insurance | Poisson, Tweedie:variance_power=1.5 | Poisson, Tweedie:variance_power=1.5 |
| Uncertainty | RMSEWithUncertainty (predicts mean and variance) | RMSE |
| Multiclass | MultiClass, MultiClassOneVsAll | TotalF1:average=Macro, Accuracy, MultiClass |
| Ranking | YetiRank, PairLogit, QueryRMSE, LambdaMart | NDCG:top=10, MAP, PFound |
| Survival | Cox, SurvivalAft | - |
GPU
task_type="GPU", devices="0". Faster for large data and many iterations; some options differ
(border_count default 128, rsm only for pairwise losses, max_ctr_complexity limits). Results can differ
slightly from CPU.
Speed tips
- Lower
max_ctr_complexity(1-2) with many categoricals. boosting_type="Plain"(default for large data).border_count32-128 for faster numeric binning.thread_count=-1; quantise once withPool.quantize()when training several models on the same data.
anomaly-detection-model-builder
Build and evaluate anomaly detection for tabular, sensor and transaction data with few or no labels: define the anomaly type (point, contextual, collective), choose detectors (robust z-score/MAD and IQR rules, Mahalanobis with robust covariance, k-NN distance, LOF, Isolation Forest, one-class SVM, PCA reconstruction / autoencoders, forecasting residuals for time series), combine them by rank, explain each alert by its deviating features, set thresholds from an alert budget or the score distribution, and evaluate with precision@k, PR-AUC and recall on known incidents, or detector agreement when no labels exist. Includes pure-Python detectors (robust z, Mahalanobis, kNN, Isolation Forest, ensemble) and an evaluation script.
categorical-encoding-selector
Choose and implement the right encoding for every categorical column given the model family and the data: one-hot (with infrequent-level grouping and handle_unknown), ordinal with an explicit order, cross-fitted target encoding (scikit-learn TargetEncoder, CatBoost ordered statistics, category_encoders inside CV), frequency/count encoding, feature hashing, native categorical support in LightGBM, HistGradientBoosting, XGBoost and CatBoost, prefix levels for codes (zip3, NAICS-2), and embeddings. Measures cardinality, rare-level share, unseen-level rate on a time-ordered holdout and target signal per column, emits the ColumnTransformer, and quantifies target-encoding leakage (in-sample vs out-of-fold vs holdout AUC).
classification-model-selector
Choose the right classification algorithm for tabular, text or mixed data and prove the choice with a fair bake-off: logistic regression (L2, L1, elastic net), linear SVM, naive Bayes, k-NN, RBF SVM, decision trees, random forest, extra trees, HistGradientBoosting, LightGBM, XGBoost, CatBoost, explainable boosting machines (EBM/GAM), points scorecards and MLPs, matched to data size, width, categorical and high-cardinality share, missingness, class imbalance, text, and constraints such as interpretability, monotonic constraints, calibrated probabilities, latency budgets and tiny deployable models. Ranks candidates with starting hyperparameters and cautions, then generates a bake-off script running every candidate on identical CV folds with per-fold metrics, fit time and prediction latency.
clustering-algorithm-selector
Choose the right clustering algorithm and check that clustering makes sense at all: cluster tendency (Hopkins statistic with a correlated-features caveat, nearest-neighbour isolation), then k-means / MiniBatchKMeans, Gaussian mixtures with BIC, agglomerative (Ward, average, complete, single) with dendrograms, DBSCAN, HDBSCAN, OPTICS, spectral clustering, BIRCH, mean shift, k-prototypes and k-modes for mixed or categorical data, and Gower distance, matched to data size, expected shapes, noise, varying density, known k, soft memberships, hierarchy and streaming. Covers preprocessing (scaling, encoding, dimensionality, distance metrics), validation (internal indices, bootstrap stability, external labels, business profiling) and assigning new points.
collaborative-filtering-implementer
Implement collaborative filtering recommenders that beat popularity: item-based kNN with cosine, Jaccard or asymmetric similarity, shrinkage, neighbourhood size, positive-only or mean-centred rating signals and 'because you liked X' explanations; implicit ALS with confidence weighting, BPR pairwise ranking and the closed-form EASE model in plain NumPy, tuned on a temporal validation split by recall@k and NDCG@k and refit on all data; plus user-kNN, explicit matrix factorisation, the implicit/LightFM libraries, hyperparameter ranges, cold-start fallbacks, scaling with sparse matrices and approximate nearest neighbours. Produces top-k lists in the format of the recommendation evaluator.
counterfactual-explanation-generator
Generate counterfactual explanations and algorithmic recourse: the smallest realistic change to a row's features that changes the model's decision. Solves exact minimal-cost recourse for linear and logistic models (MAD-scaled L1 cost, immutable features, increase/decrease directions, bounds, integer and binary features, diverse alternatives, features every counterfactual must change, and a no-recourse finding when immutable features decide), generates DiCE counterfactuals for any scikit-learn model with constraints turned into permitted ranges and every result re-predicted, and validates counterfactuals from any method for constraint violations, implausible values, off-manifold rows, broken derived-feature relations and failure to flip the prediction.