stanfordmlgroup / ngboost

Natural Gradient Boosting for Probabilistic Prediction
Apache License 2.0
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Cannot use sparse X #271

Closed rhjohnstone closed 2 years ago

rhjohnstone commented 3 years ago

Many scikit-learn estimators allow sparse X, which can massively speed up fitting over the full/dense array. However, even when using a base learner that accepts sparse X, ngboost does not allow sparse X.