Re:CatBoost: Open-source gradient boosting library
by autokad on Wednesday March 06, 2024 @07:29PM
(#39623628)
I worked with catboost, lightgbm, and xgboost when doing the zillow kaggle competition a long time ago, 2016 I think. I used what is called blending, where you give a weight to the models such as:
.5 * xgboost + .25 * catboost + .25 * lightgbm
Re:CatBoost: Open-source gradient boosting library
by knightoffaith on Wednesday March 06, 2024 @08:07PM
(#39623875)
Interesting - did this work better than a single model? In general, do meta-ensembles work better? My sense was that just xgboost was the main winner of kaggle competitions.
Re:CatBoost: Open-source gradient boosting library
by intelkishan on Thursday March 07, 2024 @12:24AM
(#39625331)
Meta-ensembles are the new trend for tabular data on Kaggle
Re:CatBoost: Open-source gradient boosting library
by anmorgan24 on Thursday March 07, 2024 @04:13PM
(#39634655)
Re:CatBoost: Open-source gradient boosting library
by hcarlens on Thursday March 07, 2024 @05:02AM
(#39627167)
XGBoost, LightGBM, and Catboost are all used quite frequently in competitions. LightGBM is actually marginally more popular than the other two now, but it's pretty close. In the M5 forecasting competition a few years back, many of the top solutions used primarily LightGBM.
Re:CatBoost: Open-source gradient boosting library
by shiandow on Thursday March 07, 2024 @07:04AM
(#39628045)
If you're clever about how you blend models you can pretty much ensure that the performance of the (weighted) averaged model is strictly better than the (weighted) average performance of the models.
And increasing the space of possible models pretty much guarantees the performance will improve, provided you can still find a good enough optimum.
Has anyone ever created a meta-ensemble model of several GBT algorithms?