catboost/catboost

Add Random Forest mode

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#545 opened on Nov 20, 2018

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feature requesthelp wanted

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Description

Both XGBoost and LightGBM support a "Random Forest" mode.

In XGBoost you set the num_parallel_tree parameter with nrounds=1 (https://xgboost.readthedocs.io/en/latest/R-package/discoverYourData.html#special-note-what-about-random-forests).

In LightGBM you use the boosting='rf' parameter (https://lightgbm.readthedocs.io/en/latest/Parameters.html?highlight=Random%20Forest).

Would it be possible to add a "Random Forest" mode to CatBoost?

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