I am having a look at this material and I have found the following statement:
For this class of models [Gradient Boosting Machine algorithms] [...] it is both safe and significantly more computationally efficient use an arbitrary integer encoding [also known as Numeric Encoding] for the categorical variable even if the ordering is arbitrary [instead of One-Hot encoding].
Do you know some references that support this statement? I get that Numeric Encoding is more computationally efficient than One-Hot Encoding, but I would like to know more about their supposed equivalence to encode unordered categorical variables in Gradient Boosting Methods.
Thanks!