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I want use l1 regularization with catboost to remove some irrelevant features and avoid over fitting. But I cannot find out how to use it. It seems to me there isn’t l1? Please help me. Thank you.

Hint me how I can use it

mina
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I'm reasonably sure that Catboost does not support L1 Regularization. This page describes parameter tuning and lists L2 Regularization, but L1 is not listed.

KirkD-CO
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  • Thank you, Yes as I taught there isn’t. But I want to use it. May be I can define an objective function.But I don’t know how%! – mina Dec 23 '22 at 11:43
  • I can't help you directly, but if you could dig into the source code on Github, find out how they implemented L2 regularization, and then write your own L1 regularization code to fit their framework. – KirkD-CO Dec 24 '22 at 00:22