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stanfordmlgroup / ngboost

Natural Gradient Boosting for Probabilistic Prediction
Apache License 2.0
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Negative Binomial for regression #281

Open esmit61 opened 2 years ago

esmit61 commented 2 years ago

Hi. I would like to suggest if there could be a Negative Binomial distribution for the regression tasks with NGBRegressor, i.e.,

ngb = NGBRegressor(Dist=NegativeBinomial).fit(X_train, Y_train)

StatMixedML commented 2 years ago

@esmit61 You might want to use XGBoostLSS, that supports Negative Binomial Distribution Type I

https://github.com/StatMixedML/XGBoostLSS