neural-structured-additive-learning / deepregression

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Deep ensembles for `deepregression` objects #6

Closed LucasKook closed 2 years ago

LucasKook commented 2 years ago

Ensembling for "deepregression" objects, re-training different random initializations of the same model on the same data and averaging its predictions on the density scale. Ensemble distributions are combined via a tfd_mixture distribution. Includes methods to extract coefficients, the ensemble distribution and fitted values etc. of all ensemble members and docs/tests.