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arXiv 1706.09516cs.LG
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CatBoost:使用分类特征的无偏提升

CatBoost: unbiased boosting with categorical features

Yandex(扬达克斯);Moscow Institute of Physics and Technology(莫斯科物理技术学院)

Liudmila Prokhorenkova, Gleb Gusev, Aleksandr Vorobev, Anna Veronika Dorogush, Andrey Gulin

摘要:

本文介绍了CatBoost,一个新的梯度提升工具包背后的关键算法技术。它们的结合导致CatBoost在各种数据集的质量方面优于其他公开可用的boosting实现。CatBoost中引入的两个关键算法进步是有序提升的实现,这是经典算法的置换驱动替代方案,以及用于处理分类特征的创新算法。这两种技术都是为了对抗由梯度提升算法的所有当前现有实现中存在的特殊类型的目标泄漏引起的预测偏移而创建的。在本文中,我们提供了一个详细的分析,这个问题,并证明,所提出的算法有效地解决了它,导致优秀的实证结果。

英文摘要:

This paper presents the key algorithmic techniques behind CatBoost, a new gradient boosting toolkit. Their combination leads to CatBoost outperforming other publicly available boosting implementations in terms of quality on a variety of datasets. Two critical algorithmic advances introduced in CatBoost are the implementation of ordered boosting, a permutation-driven alternative to the classic algorithm, and an innovative algorithm for processing categorical features. Both techniques were created to fight a prediction shift caused by a special kind of target leakage present in all currently existing implementations of gradient boosting algorithms. In this paper, we provide a detailed analysis of this problem and demonstrate that proposed algorithms solve it effectively, leading to excellent empirical results.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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