CatBoost Custom Evaluation Metric CatBoost is a powerful gradient boosting framework. It can be used for classification, regression, and ranking. It is available in many languages, like: Python, R, Java, and C++. It can handle categorical features without any preprocessing. As all gradient boosting algorithms it can overfit if trained with too many trees (iterations). If the number of trees is too small, then we will observe underfit. To find the optimal number of trees the early stopping can be applied. This technique observes the evaluation metric on the separate dataset (from training).