What Is CatBoost?

CatBoost is a machine learning gradient-boosting algorithm that’s particularly effective for handling data sets with categorical features. Our expert explains how CatBoost works and why it’s so effective.

Written by Artem Oppermann
Published on Apr. 06, 2023
What Is CatBoost?
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CatBoost is a high-performance open-source library for gradient boosting on decision trees that we can use for classification, regression and ranking tasks. CatBoost uses a combination of ordered boosting, random permutations and gradient-based optimization to achieve high performance on large and complex data sets with categorical features.

CatBoost Applications

  • Recommendation systems
  • Fraud detection
  • Image classification
  • Text classification
  • Customer churn prediction
  • Medical diagnoses
  • Natural language processing (NLP)

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Features of CatBoost 

Symmetric Decision Trees

CatBoost differs from other gradient boosting algorithms like XGBoost and LightGBM because CatBoost builds balanced trees that are symmetric in structure. This means that in each step, the same feature-split pair that results in the lowest loss is chosen and applied to all the nodes in that level. This balanced architecture has several advantages such as enabling efficient CPU implementation, reducing prediction time, facilitating fast model application and acting as a form of regularization to prevent overfitting.

 

Ordered Boosting

To address the problem of overfitting on small or noisy data sets, CatBoost employs the concept of ordered boosting. Unlike classic boosting algorithms that use the same data instances for gradient estimation as the ones used to train the model, ordered boosting trains the model on one subset of data while calculating residuals on another. This approach helps prevent target leakage and overfitting.

 

Native Feature Support

CatBoost supports all types of features, including numeric, categorical and text data, which saves time and effort in the preprocessing stage.

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How Does CatBoost Work? 

CatBoost uses a number of techniques to improve the accuracy and efficiency of gradient boosting, including feature engineering, decision tree optimization and a novel algorithm called ordered boosting. 

At each iteration of the algorithm, CatBoost calculates the negative gradient of the loss function with respect to the current predictions. We then use this gradient to update the predictions by adding a scaled version of the gradient to the current predictions. We choose the scaling factor using a line search algorithm that minimizes the loss function.

To build the decision trees, CatBoost uses a technique called gradient-based optimization, where the trees are fitted to the loss function’s negative gradient. This approach allows the trees to focus on the regions of feature space that have the greatest impact on the loss function, thereby resulting in more accurate predictions.

Finally, CatBoost introduces a novel algorithm called ordered boosting that optimizes the learning objective function by permuting the features in a specific order. This approach can result in faster convergence and better model accuracy, especially for data sets with a large number of features.

CatBoost Part 1: Ordered Target Encoding. | Video: StatQuest

 

Benefits of Using CatBoost 

Categorical Feature Handling

One of the most essential features of CatBoost is that it was specifically designed to handle categorical features, which are common in many real-world data sets. CatBoost can automatically convert categorical features into numerical features.

 

Reduced Overfitting

CatBoost has an overfitting detector that stops the training when it observes overfitting. This feature helps improve the generalization performance of the model and make it more robust to new data.

 

High Performance

One unique feature of CatBoost is its fast and accurate predictions, even on large and more complex data sets. In terms of prediction speed and accuracy, CatBoost stands out from its competitors, such as XGBoost and LightGBM, due to the combination of features and techniques that CatBoost employs.

 

Interpretability

CatBoost is more interpretable than other machine learning models. The library provides several tools for model interpretation, including feature importance and decision plots. These tools can help users understand the model’s behavior and make informed decisions about the data.

 

Scalability

CatBoost was designed to scale on large data sets, which makes this library particularly suitable for big data applications. CatBoost supports distributed training on multiple machines and GPUs, thereby enabling users to train models on large data sets quickly.

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Applications of CatBoost

Recommendation Systems

For recommendation systems, you can use CatBoost to suggest products, movies or music to users based on their past behavior.

 

Fraud Detection

In fraud detection, CatBoost can identify fraudulent activities in credit card transactions or insurance claims.

 

Image and Text Classification

CatBoost’s image and text classification capabilities allow it to classify images or text into different categories such as spam/not spam or positive/negative sentiment.

 

Predicting Customer Churn

You can use CatBoost to predict customer churn in subscription-based services such as telecom, media or online streaming platforms. We can use CatBoost to predict customer churn in these subscription-based services by training a model on historical customer data and using it to predict the likelihood of a customer discontinuing their subscription.

 

Medical Diagnoses

You can use CatBoost to develop more accurate medical diagnoses by training a model on historical patient data including symptoms, medical history and other factors. The trained model can then analyze new patient data to predict the likelihood of various medical conditions, thereby assisting healthcare professionals in making more informed diagnostic decisions.

 

Natural Language Processing

In natural language processing (NLP), CatBoost can analyze and process natural language data such as text, speech or chatbot conversations.

 

Time Series Forecasting

CatBoost can help with successful time series forecasting to help predict future trends and patterns in time series data, such as stock price, weather or traffic data.

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