Predict class labels and probabilities of test data using CatBoost classifier in Python

Question

I need an example to run the CatBoost classification algorithm on random data and then get predicted probabilities and labels for the test data.

Answer 1

The CatBoost classifier has a predict() function to get the predicted labels of the data and a predict_proba() function to get their predicted probabilities. If there are k classes in the data, each record will have k predicted probabilities, indicating that the record belongs to the given classes.

I am applying the CatBoost to a binary classification problem in the example below. Using predicted labels, I am computing the accuracy and using class 1 predicted probabilities, I am computing the AUC-ROC.

from catboost import CatBoostClassifier
from sklearn.metrics import accuracy_score
from sklearn.metrics import roc_auc_score
import numpy as np


def generate_train_test_data():
    """
    Randomly generate train test data and labels
    """
    np.random.seed(1007)

    # train data
    feature_count = 10
    train_data_count = 500
    train_data = np.reshape(np.random.random(train_data_count * feature_count), (train_data_count, feature_count))
    train_labels = np.round(np.random.random(train_data_count))

    # test data
    test_data_count = 100
    test_data = np.reshape(np.random.random(test_data_count * feature_count), (test_data_count, feature_count))
    test_labels = np.round(np.random.random(test_data_count))

    return train_data, train_labels, test_data, test_labels


if __name__ == "__main__":
    X_train, y_train, X_test, y_test = generate_train_test_data()

    # train the model
    model = CatBoostClassifier(verbose=False)
    model.fit(X_train, y_train)

    # get predicted labels
    pred_labels = model.predict(X_test)
    print("Accuracy: ", accuracy_score(y_test, pred_labels))

    # get predicted probabilities
    pred_probs = model.predict_proba(X_test)
    print("AUC-ROC: ", roc_auc_score(y_test, pred_probs[:, 1]))