search

stanfordmlgroup / ngboost

Natural Gradient Boosting for Probabilistic Prediction
Apache License 2.0
1.64k stars 215 forks source link

Adding NormalFixedMean #333

Closed joseortiz3 closed 7 months ago

joseortiz3 commented 1 year ago

I implemented the distribution for NormalFixedMean (mean=0) closely following the code for NormalFixedVar (var=1) and Normal. Would appreciate someone double-checking the math for the d_score and metric. I also didn't see NormalFixedVar mentioned in the tests, so I added them to test_distns.py.

Example plots: image

image

joseortiz3 commented 1 year ago

I accidentally had the NormalFixedMean class parameterized by sigma/stdev (params[0] was the standard deviation). I changed it to match the Normal class's log(sigma).

ryan-wolbeck commented 7 months ago

@joseortiz3 can you pull the latest version of master and resolve conflicts here? Thanks and sorry for the delay in getting this merged