StatMixedML / XGBoostLSS

An extension of XGBoost to probabilistic modelling
https://statmixedml.github.io/XGBoostLSS/
Apache License 2.0
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XGBoostLSS for Julia #6

Closed azev77 closed 4 years ago

azev77 commented 4 years ago

Hi, your package & paper look really promising. I can't wait to test drive it. The readme mentions a Julia implementation is planned, that would be amazing.

May I suggest, consider wrapping it in the interface MLJ.jl which already has several boosting & probabilistic forecasting options with more on the way...

StatMixedML commented 4 years ago

@azev77 Sorry for the late(ish) reply and thanks for the suggestion.

Yes, I am planning to use the MLJ framework for implementing XGBoostLSS.