catboost/catboost v0.13

on GitHub

Speedups:

• Impressive speedup of CPU training for datasets with predominantly binary features (up to 5-6x).
• Speedup prediction and shap values array casting on large pools (issue #684).

New features:

• We've introduced a new type of feature importances - LossFunctionChange.
  This type of feature importances works well in all the modes, but is especially good for ranking. It is more expensive to calculate, thus we have not made it default. But you can look at it by selecting the type of feature importance.
• Now we support online statistics for categorical features in QuerySoftMax mode on GPU.
• We now support feature names in cat_features, PR #679 by @infected-mushroom - thanks a lot @infected-mushroom!
• We've intoduced new sampling_type MVS, which speeds up CPU training if you use it.
• Added classes_ attribute in python.
• Added support for input/output borders files in python package. Thank you @necnec for your PR #656!
• One more new option for working with categorical features is ctr_target_border_count.
  This option can be used if your initial target values are not binary and you do regression or ranking. It is equal to 1 by default, but you can try increasing it.
• Added new option sampling_unit that allows to switch sampling from individual objects to entire groups.
• More strings are interpreted as missing values for numerical features (mostly similar to pandas' read_csv).
• Allow skip_train property for loss functions in cv method. Contributed by GitHub user @RakitinDen, PR #662, many thanks.
• We've improved classification mode on CPU, there will be less cases when the training diverges.
  You can also try to experiment with new leaf_estimation_backtracking parameter.
• Added new compare method for visualization, PR #652. Thanks @Drakon5999 for your contribution!
• Implemented __eq__ method for CatBoost* python classes (PR #654). Thanks @daskol for your contribution!
• It is now possible to output evaluation results directly to stdout or stderr in command-line CatBoost in calc mode by specifying stream://stdout or stream://stderr in --output-path parameter argument. (PR #646). Thanks @towelenee for your contribution!
• New loss function - Huber. Can be used as both an objective and a metric for regression. (PR #649). Thanks @atsky for your contribution!

Changes:

• Changed defaults for one_hot_max_size training parameter for groupwise loss function training.
• SampleId is the new main name for former DocId column in input data format (DocId is still supported for compatibility). Contributed by GitHub user @daskol, PR #655, many thanks.
• Improved CLI interface for cross-validation: replaced -X/-Y options with --cv, PR #644. Thanks @tswr for your pr!
• eval_metrics : eval_period is now clipped by total number of trees in the specified interval. PR #653. Thanks @AntPon for your contribution!

R package:

• Thanks to @ws171913 we made necessary changes to prepare catboost for CRAN integration, PR #715. This is in progress now.
• R interface for cross-validation contributed by GitHub user @brsoyanvn, PR #561 -- many thanks @brsoyanvn!

Educational materials:

• We've added new tutorial for GPU training on Google Colaboratory.

We have also done a list of fixes and data check improvements.
Thanks @brazhenko, @Danyago98, @infected-mushroom for your contributions.