Background

One leftover of categorical support in HistGradientBoostingRegressor and HistGradientBoostingClassifier, merged in #18394, is the MIN_CAT_SUPPORT in splitting.pyx, see #18394 (comment). It acts as a smoothing parameter to categorical variables and is currently fixed to the value 10.

Proposal

I propose to investigate the impact of MIN_CAT_SUPPORT. In case of a larger impact it would be desirable to pass this as an option to the user.

Additional context

AFAIK, very little reproducible results are known to date. For references, see the comment linked above.