Is there a parameter like "scale_pos_weight" in catboost package as we used to have in the xgboost package in python ?
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Yes, the parameter is named "class_weights", you can find it here : Documentation
You have to pass a list like [0.8, 0.2] for binary or [0.3, 0.8, 0.4, 0.6] for multiclass of 4 for example. Doesn't have to sum to 1, it's used as a multiplier.

Gaarv
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CatBoost also has scale_pos_weight parameter starting from version 0.6.1

Anna Veronika Dorogush
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Can you provide some more information (ex a link or an example?) – kosnik Jul 05 '18 at 14:45
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@Kosnik You can check here https://tech.yandex.com/catboost/doc/dg/concepts/python-reference_catboostclassifier-docpage/ – Harshit Mehta Jul 11 '18 at 02:22
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Yes, you can use "auto_class_weights" and "scale_pos_weight" as described in original catboost documentations: https://catboost.ai/docs/concepts/python-reference_parameters-list.html

from_mars
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