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stanfordmlgroup / ngboost

Natural Gradient Boosting for Probabilistic Prediction
Apache License 2.0
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Partial fit #289

Open bakirillov opened 2 years ago

bakirillov commented 2 years ago

Hello!

Is partial fit supported? I have a dataset too large to fit into memory, so I would like to fit the model on mini-batches of it. There is no partial_fit method, would just running fit on every batch work?

alejandroschuler commented 2 years ago

this functionality doesn't exist at the moment but it would be pretty easy to change the code to allow it. The fit method is here. Would very much welcome a PR!