Tensor Search Helpers Should Be Unreachable about catboost HOT 8 OPEN

catboost version: 1.26.4

Please specify a correct version. CatBoost does not have version '1.26.4' yet.

from catboost.

Apologies, it's 1.2.3

from catboost.

At the moment I just catch CatBoostError and continue with a different study.

If you can provide a set of hyperparameters on which such an error occurs that would be helpful. If you have a fully reproducible code example that would be even more helpful.

from catboost.

The hyperparameters where this has occurred in the last 5 instances are as follows:

'learning_rate': 0.024307262528096778, 'depth': 3, 'l2_leaf_reg': 6.906966305187461, 'boosting_type': 'Plain', 'iterations': 1538, 'task_type': 'GPU', 'devices': '0' + 'num_features_to_select': 211, 'steps': 1

'learning_rate': 0.096895104759761, 'depth': 4, 'l2_leaf_reg': 9.694786305854311, 'boosting_type': 'Plain', 'iterations': 2113, 'task_type': 'GPU', 'devices': '0' + 'num_features_to_select': 250, 'steps': 3

'learning_rate': 0.05149527087891092, 'depth': 4, 'l2_leaf_reg': 8.187545785164538, 'boosting_type': 'Plain', 'iterations': 2495, 'task_type': 'GPU', 'devices': '0' + 'num_features_to_select': 256, 'steps': 10

'learning_rate': 0.096895104759761, 'depth': 4, 'l2_leaf_reg': 9.694786305854311, 'boosting_type': 'Plain', 'iterations': 2113, 'task_type': 'GPU', 'devices': '0' + 'num_features_to_select': 250, 'steps': 3

'learning_rate': 0.05149527087891092, 'depth': 4, 'l2_leaf_reg': 8.187545785164538, 'boosting_type': 'Plain', 'iterations': 2495, 'task_type': 'GPU', 'devices': '0' + 'num_features_to_select': 256, 'steps': 10

I'll see if I can get a concise case to manifest that doesn't leak too much data, the odd thing is its usually within 10-20 iterations randomly.

from catboost.

'num_features_to_select'

Are you calling select_features ?

from catboost.

I am, call looks like so:

try:
                summary = model.select_features(
                    train_pool,
                    features_for_select=X_train.columns.values,
                    num_features_to_select=catboost_select_features_params[
                        NUM_FEATURES_TO_SELECT_KEY
                    ],
                    steps=catboost_select_features_params[STEPS_KEY],
                    algorithm=EFeaturesSelectionAlgorithm.RecursiveByShapValues,
                    shap_calc_type=EShapCalcType.Regular,
                    train_final_model=True,
                    logging_level="Verbose",
                )
            except CatBoostError as e:
                print(f"CatBoostError: {e}")
                return None, [], {}

from catboost.

I have a reproducible test case:

data.zip

With the following code:

from catboost import CatBoostRegressor  # type: ignore
from catboost import EFeaturesSelectionAlgorithm, EShapCalcType, Pool
import pandas as pd

params = {'catboost': {'learning_rate': 0.024517856609649665, 'depth': 4, 'l2_leaf_reg': 3.279624422858039, 'boosting_type': 'Ordered', 'iterations': 720}, 'catboost_select_features': {'num_features_to_select': 0.11037514116430513, 'steps': 7}, 'task_type': 'GPU', 'devices': '0'}
X = pd.read_parquet("X.parquet")
y = pd.read_parquet("y.parquet").squeeze()
W = pd.read_parquet("W.parquet").squeeze()
model = CatBoostRegressor(**params["catboost"])
train_pool = Pool(data=X, label=y, weight=W)
catboost_select_features_params = params["catboost_select_features"]
summary = model.select_features(
    train_pool,
    features_for_select=X.columns.values,
    num_features_to_select=max(
        1,
        int(
            catboost_select_features_params["num_features_to_select"]
            * len(X.columns.values)
        ),
    ),
    steps=catboost_select_features_params["steps"],
    algorithm=EFeaturesSelectionAlgorithm.RecursiveByShapValues,
    shap_calc_type=EShapCalcType.Regular,
    train_final_model=True,
)

Happens on Linux and Mac.

from catboost.

I played around with this, and if I perform the following modification to the weights in order to avoid 0.0 appearing I don't see this issue:

W = W.clip(lower=0.00000001)

from catboost.