Open ogencoglu opened 2 months ago
It can also support missing values, which AFAICT only RandomSurvivalForests in sksurv can handle missing values
It seems to be possible by sub-classing BaseHistGradientBoosting
and passing a new implementation of BaseLoss as loss argument
BaseLoss ultimately calls a subclass of CyLossFunction
The original PR to add histogram-based gradient boosting in scikit-learn is https://github.com/scikit-learn/scikit-learn/pull/12807
It would be great to have Histogram-based Gradient Boosting models on top of normal ones as it is much more scalable : They are supported by scikit-learn: