Closed joeanton719 closed 3 years ago
Hey @joeanton719, it looks like you're hitting some kind of ill-conditioned fisher information matrix in the computation of the natural gradient. It's not really possible to say why this might happen without some experimentation with the precise data you're using.
I do want to point out though that you're using NGBoost for classification here- in the classification setting, NGBoost really doesn't have any theoretical advantage over using any other boosting algorithm because classification is almost always treated probabilistically. It's not that NGBoost is bad for classification, it's just that other libraries are more robust while giving you the same thing anyways. For more detail, see, for instance: https://towardsdatascience.com/interpreting-the-probabilistic-predictions-from-ngboost-868d6f3770b2
Ok, thank you for that information. Perhaps I will just use ngboost for regression problems. Thank you for your reply!
Hi, basically, I am using a for loop to compare the accuracy of 30 classification models on the train set so as to select the best model. All the classification models run fine without any error. But, when I added ngboost to the list of models, I get the following error.
Whats causing this error?
Here is the code snippet I am using (Inspired by Pycaret):
Looking forward to your help!