catboost v0.23.2 Release Notes

Release Date: 2020-05-26 // 11 months ago
  • ๐Ÿ†• New functionality

    • Added plot_partial_dependence method in python-package (Now it works for models with symmetric trees trained on dataset with numerical features only). Implemented by @felixandrer.
    • Allowed using boost_from_average option together with model_shrink_rate option. In this case shrinkage is applied to the starting value..
    • Added new auto_class_weights option in python-package, R-package and cli with possible values Balanced and SqrtBalanced. For Balanced every class is weighted maxSumWeightInClass / sumWeightInClass, where sumWeightInClass is sum of weights of all samples in this class. If no weights are present then sample weight is 1. And maxSumWeightInClass - is maximum sum weight among all classes. For SqrtBalanced the formula is sqrt(maxSumWeightInClass / sumWeightInClass). This option supported in binclass and multiclass tasks. Implemented by @egiby.
    • Supported model_size_reg option on GPU. Set to 0.5 by default (same as in CPU). This regularization works slightly differently on GPU: feature combinations are regularized more aggressively than on CPU. For CPU cost of a combination is equal to number of different feature values in this combinations that are present in training dataset. On GPU cost of a combination is equal to number of all possible different values of this combination. For example, if combination contains two categorical features c1 and c2, then the cost will be #categories in c1 * #categories in c2, even though many of the values from this combination might not be present in the dataset.
    • Added calculation of Shapley values, (see formula (2) from https://arxiv.org/pdf/1802.03888.pdf). By default estimation from this paper (Algorithm 2) is calcucated, that is much more faster. To use this mode specify shap_calc_type parameter of CatBoost.get_feature_importance function as "Exact". Implemented by @LordProtoss.

    ๐Ÿ›  Bugfixes:

    • ๐Ÿ›  Fixed onnx converter for old onnx versions.