While XGBoost and LightGBM reigned the ensembles in Kaggle competitions, another contender took its birth in Yandex, the Google from Russia. It decided to take the path less tread, and took a different approach to Gradient Boosting. They sought to fix a key problem, as they see it, in all the other GBMs in the … Continue reading The Gradient Boosters V: CatBoost