Fitting linear function at leaves of a CatBoost model

Question

Is there an equivalent to the linear_tree function in LightGBM in the CatBoost library? I would like to use a linear function at the leaves instead of a constant.

score 2 · Answer 1 · edited Jun 28 '22 at 15:52

2

Unfortunately, it appears the answer is no. There is an open issue for this feature request in CatBoost. In Nov 2020 it was added to the development plan, but the devs in charge saw quality improvements only on synthetic datasets, so they removed it from the plan for the time being (as of Jan 2022).

edited Jun 28 '22 at 15:52

Flavia Giammarino

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answered Jun 28 '22 at 15:32

Salvatore

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Fitting linear function at leaves of a CatBoost model

1 Answers1