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CDonnerer / xgboost-distribution

Probabilistic prediction with XGBoost.
MIT License
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What is the default evaluation metric used for training? #89

Closed manningkyle304 closed 1 year ago

manningkyle304 commented 1 year ago

Is it log likelihood like NGBoost or something else?

Also: is it possible to use CRPScore as a metric?

CDonnerer commented 1 year ago

Hi, It's log likelihood scoring, no CRPS support atm. I'll update the docs to make this clearer.