CDonnerer / xgboost-distribution

Probabilistic prediction with XGBoost.
MIT License
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Monotone constrain only on some parameter of distribution #102

Open thomasfrederikhoeck opened 3 months ago

thomasfrederikhoeck commented 3 months ago

In the docs their is a demonstration of using monotono constrains (which is a nice feature in XGBoost too). Is it possible to only constrain mean and not std? I could imagne a lot of physical problems where we know something need to hold in the mean but might not be the case for the std.

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