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xiaodaigh / JLBoost.jl

A 100%-Julia implementation of Gradient-Boosting Regression Tree algorithms
MIT License
69 stars 6 forks source link

Add implementation of NGBoost? #52

Open PyDataBlog opened 4 years ago

PyDataBlog commented 4 years ago

A new kid on the gradient boosting block is the NGBoost variant described in this project from the Standford ML Group. It would be really nice to have this implementation in this project as well.

xiaodaigh commented 4 years ago

Thanks for bringing it ot my attention. Gonna have a good read

azev77 commented 4 years ago

@PyDataBlog @xiaodaigh This is an awesome idea! There is a whole new generation of these models the predict an entire conditional distribution. Julia would be an awesome environment for this. See my discussion: https://discourse.julialang.org/t/mlj-probabilisitc-models-basics/36009/3?u=albert_zevelev