Dealing with categorical features while training LightGBM model implies encoding them as integers and providing categorical_feature parameter with their indices or names.

LightGBM documentation says that:

Tree decision rule works best when categorical features are presented by consecutive integers starting from zero


all negative values will be treated as missing values

My question is: when zero_as_missing parameter is set, does it refer only to continuous features, and categorical will still be considered missing if their value is negative?

zero_as_missing 🔗︎, default = false, type = bool

set this to true to treat all zero as missing values (including the unshown values in LibSVM / sparse matrices)

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