Known Issues

CatBoostError: Can't create train working dir: catboost_info error

CatBoost create a directory for persisting his state. But the Run does not allow you to create file anywhere.

Change the train directory to: /tmp

If the state doesn't need to be persisted, the /tmp directory is the way to go.

Change the train directory to: model_directory

If the state does need to be persisted, store everything inside the model_directory as this folder will be reused for the Out-of-Sample phase.
info_path = os.path.join(model_directory, 'catboost_info')