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ja-thomas / autoxgboost

autoxgboost - Automatic tuning and fitting of xgboost
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autocatboost #43

Open PhilippPro opened 6 years ago

PhilippPro commented 6 years ago

Did you consider in making (also) an autocatboost algorithm?

On their webpage they claim to be better regarding performance and runtime: https://catboost.yandex/

Would be interesting to compare this properly. Unfortunately it is not on CRAN yet.

ja-thomas commented 6 years ago

I've read the catboost paper and really like their approach.

AFAIK they have a (marginally) better performance than xgboost and others but have a worse runtime (which makes sense due to their more complex algorithm).

I might switch over to a different gbm implementation in the future if it really has advantages.