CatBoost

Yandex's gradient-boosting library that handles categorical features with no preprocessing.

CatBoost trains symmetric (oblivious) decision trees with ordered boosting: each example's residuals come from a model that never saw it, which corrects the prediction shift of classic boosters. It encodes categorical features itself with ordered target statistics and automatic feature combinations, handles text and embedding features, and performs well with its default hyperparameters. Available for Python, R, Java and C++ with GPU acceleration, it's our choice for data with many or high-cardinality categories, when we want a robust model without a long tuning phase.