Machine Learning - CatBoost Part 1: Ordered Target Encoding

One of the defining features of CatBoost is its concerted effort to avoid data leakage at all costs. In this video, we'll see how it eliminates a potential threat in Target Encoding by ordering the data and encoding it sequentially. This ordered approach is central to everything CatBoost does and we'll see it again in Part 2 when we talk about how it builds trees. NOTE: This StatQuest is based on the original CatBoost manuscript... https://arxiv.org/abs/1706.09516 ...and an example provided in the CatBoost documentation... https://catboost.ai/en/docs/concepts/algorithm-main-stages_cat-to-numberic English This video has been dubbed using an artificial voice via https://aloud.area120.google.com to increase accessibility. You can change the audio track language in the Settings menu. Spanish Este video ha sido doblado al español con voz artificial con https://aloud.area120.google.com para aumentar la accesibilidad. Puede cambiar el idioma de la pista de audio en el menú Configuración. Portuguese Este vídeo foi dublado para o português usando uma voz artificial via https://aloud.area120.google.com para melhorar sua acessibilidade. Você pode alterar o idioma do áudio no menu Configurações. For a complete index of all the StatQuest videos, check out: https://statquest.org/video-index/ If you'd like to support StatQuest, please consider... Patreon: https://www.patreon.com/statquest ...or... YouTube Membership: https://www.youtube.com/channel/UCtYLUTtgS3k1Fg4y5tAhLbw/join ...buying one of my books, a study guide, a t-shirt or hoodie, or a song from the StatQuest store... https://statquest.org/statquest-store/ ...or just donating to StatQuest! https://www.paypal.me/statquest Lastly, if you want to keep up with me as I research and create new StatQuests, follow me on twitter: https://twitter.com/joshuastarmer 0:00 Awesome song and introduction 1:56 A slight problem with k-fold target encoding 3:42 Ordered Target Encoding Corrections: 4:09 It is also worth noting that if there were more than 2 target values, for example, if Loves Troll 2 could be 0, 1 and 2, then, when calculating the OptionCount for a sample with Loves Troll 2 = 1, we would include rows that had Loves Troll 2 = 1 and 2. #StatQuest #CatBoost #dubbedwithaloud