Closed imitusov closed 3 years ago
I think your issue is that you're trying to use a classifier as the base learner. Even though the NGBoost model as a whole is doing (probabilistic) classification, the base learner must always be a regression model. That's because the job of the base learners is to help estimate a continuous value, in this case the logits of the class probabilities. This is also the case in other boosting implementations, e.g. an xgboost classifier still uses regression trees as its base learners.
Am I right there is no option of a Base learner for NGBClassifier?
As soon as I pass a classifier Base learner i got the following error. At the same time if i pass
learner = RandomForestRegressor(n_estimators=500, max_depth=7, min_samples_leaf=50, n_jobs=-1, max_features="sqrt", max_samples=.66, random_state=42)
as a learner everything works just fine The example was taken from