for Imbalanced data dealing with cat boost

Harshit Mehta picture Harshit Mehta · Aug 11, 2017 · Viewed 9.3k times · Source

Is there a parameter like "scale_pos_weight" in catboost package as we used to have in the xgboost package in python ?

Answer

Gaarv picture Gaarv · Aug 16, 2017

Yes, the parameter is named "class_weights", you can find it here : Documentation

You have to pass a list like [0.8, 0.2] for binary or [0.3, 0.8, 0.4, 0.6] for multiclass of 4 for example. Doesn't have to sum to 1, it's used as a multiplier.