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h2oai / h2o-3

H2O is an Open Source, Distributed, Fast & Scalable Machine Learning Platform: Deep Learning, Gradient Boosting (GBM) & XGBoost, Random Forest, Generalized Linear Modeling (GLM with Elastic Net), K-Means, PCA, Generalized Additive Models (GAM), RuleFit, Support Vector Machine (SVM), Stacked Ensembles, Automatic Machine Learning (AutoML), etc.
http://h2o.ai
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Looking into GAMLSS #6616

Open exalate-issue-sync[bot] opened 1 year ago

exalate-issue-sync[bot] commented 1 year ago

Wendy Wong commented: From [~accountid:619e6286744c4d0069b9894c]

Just came back from a conference where I saw almost a dozen separate presentations all using a particular type of GAM model named GAMLSS (Generalized Additive Models for Location, Scale and Shape) that have been recently showing great results in the context of renewable power forecasting. The main idea is that there are separate GAM equations for each of the moments of a response variable's distribution, not just the mean. Would be interested if we've looked at this at all for H2O-3 GAM. The original paper (I think it's the original) is here which includes some implementation details: [https://rss.onlinelibrary.wiley.com/doi/10.1111/j.1467-9876.2005.00510.x|https://rss.onlinelibrary.wiley.com/doi/10.1111/j.1467-9876.2005.00510.x]

!image-20220720-184947.png|width=280,height=283!

h2o-ops commented 1 year ago

JIRA Issue Details

Jira Issue: PUBDEV-8781 Assignee: New H2O Bugs Reporter: Wendy Wong State: Open Fix Version: N/A Attachments: Available (Count: 1) Development PRs: N/A

h2o-ops commented 1 year ago

Attachments From Jira

Attachment Name: image-20220720-184947.png Attached By: Wendy Wong File Link:https://h2o-3-jira-github-migration.s3.amazonaws.com/PUBDEV-8781/image-20220720-184947.png