I am not sure how to specify the "q" variable in the "Lq" loss function. I receive the following error message:
CatBoostError: /src/catboost/catboost/private/libs/options/catboost_options.cpp:82: Param q is mandatory for Lq loss
My code is as follows:
from catboost import CatBoostRegressor
from sklearn.datasets import make_regression
from sklearn.model_selection import train_test_split
import numpy as np
# Generate an artificial regression dataset
X, y = make_regression(n_samples=1000, n_features=10, random_state=42)
# Split the dataset into training and test sets
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2, random_state=42)
# Create a CatBoostRegressor object
model = CatBoostRegressor(loss_function='Lq')
# Fit the model
model.fit(X_train, y_train)