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stanfordmlgroup / ngboost

Natural Gradient Boosting for Probabilistic Prediction
Apache License 2.0
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Questions about output #274

Closed chen-yu-cheng closed 2 years ago

chen-yu-cheng commented 2 years ago

Hi, I have some questions about the output Y_dists[0:5].params in the probabilistic regression examples.

my question is what the 'loc' & 'scale' mean?

thanks

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alejandroschuler commented 2 years ago

Hi @chen-yu-cheng, loc and scale refer to the parameters of the predicted normal distribution (i.e. mu and sigma). The parameters you get back will depend on the distribution you choose to use ngboost with.

(for future reference, you can ask these kinds of questions on the discussions page instead of making an issue)