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stanfordmlgroup / ngboost

Natural Gradient Boosting for Probabilistic Prediction
Apache License 2.0
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Support for Incremental Learning? #342

Closed john-woolley closed 6 months ago

john-woolley commented 6 months ago

I was wondering if a partial_fit method is possible for this algorithm similar to some of the scikit-learn API models or analogous to the update method of Light GBM.

alejandroschuler commented 6 months ago

it's already implemented, you can see here: https://github.com/stanfordmlgroup/ngboost/blob/07734dd16013d745a329241ad9eea0a0e53d784b/ngboost/ngboost.py#L262. May be that the docs need more details about this or it needs to be cleaned up for the API so feel free to put in a PR if you like.