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ogrisel / pygbm

Experimental Gradient Boosting Machines in Python with numba.
MIT License
183 stars 32 forks source link

Implement support for missing values #27

Open ogrisel opened 6 years ago

ogrisel commented 6 years ago

In particular for binned numerical features, we need to reserve a specific bin as a marker for missing values. I believe this is what LightGBM does.