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Running catboost on a large-ish dataset (~1M rows, 500 columns), I get: Training has stopped (degenerate solution on iteration 0, probably too small l2-regularization, try to increase it).

How do I guess what the l2 regularization value should be? Is it related to the mean values of y, number of variables, tree depth?

Thanks!

Guy Adini
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    You'll have more chances of getting an answer for this in [CrossValidated](https://stats.stackexchange.com/) – desertnaut Dec 09 '17 at 13:33

1 Answers1

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I don't think you will find an exact answer to your question because each data set is different.

However, based on my experience values from a range between 2 and 30, is a good starting point.

Vadim
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