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Hi and thanks for the great work ! I am having trouble understanding what the shap values for `model_output=1` represent. Here is a sample notebook:
https://github.com/AliSamiiXOM/ngboost_question/…
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when I use ngboost and sklearn, ngboost return a error:
AttributeError: 'NGBClassifier' object has no attribute 'classes_'
I have checked the lightGBM, it has the 'classes_', so I dont know how can …
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Hi all,
I have Python 3.6.5 with xgboost 1.1.0 and ngboost 0.3.10
So, when I train a NGBRegressor with xgboost as base learner, I get the following warning message:
c:\temp\python\python3.6.5…
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### **Question 1:**
The first partial derivative of the log of normal distribution `(l=-log(N~(μ,σ^2)))` with respect to the parameters μ and σ is
- ∂l/∂μ = (μ - x)/σ^2
- ∂l/∂σ = (σ^2 - (μ - x)^2)…
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It's relatively hard to find the usage documentation from the main page of the project. My suggestion is to add a link to https://stanfordmlgroup.github.io/ngboost/intro.html next to the buttons below…
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Dear community,
I am currently working in a probabilistic extension of XGBoost called [XGBoostLSS ](https://github.com/StatMixedML/XGBoostLSS) that models all parameters of a distribution. This all…
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Hello, I've used the NGboost with sklearn ensemble voting to be a base estimator,
But it's showing `ValueError: The estimator NGBClassifier should be a classifier.`.
At the same time, I used Xgbo…
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First of all thanks for such a great library and your continuous support. I am working on predictions with uncertainty using the NGBoost Regressor and want to improve the accuracy of predictions. My a…
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**Is your feature request related to a problem? Please describe.**
It is somewhat unintuitive, that the model returns a standard error in the univariate case and but not in the multivariate case (due…
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According to the [docs](https://catboost.ai/docs/references/uncertainty.html), `CatBoostRegressor` supports probabilistic forecasts via `RMSEWithUncertainty` loss function. It seems the implementation…