ngboost is a Python library that implements Natural Gradient Boosting, as described in "NGBoost: Natural Gradient Boosting for Probabilistic Prediction". It is built on top of Scikit-Learn and is designed to be scalable and modular with respect to the choice of proper scoring rule, distribution, and base learner. A didactic introduction to the methodology underlying NGBoost is available in this slide deck.
Features
- Natural Gradient Boosting for Probabilistic Prediction
- Probabilistic regression examples
- Documentation available
- Details on available distributions, scoring rules, learners, tuning, and model interpretation
- Licensed under the Apache License
Categories
Machine LearningLicense
Apache License V2.0Follow NGBoost
Other Useful Business Software
Our Free Plans just got better! | Auth0
You asked, we delivered! Auth0 is excited to expand our Free and Paid plans to include more options so you can focus on building, deploying, and scaling applications without having to worry about your security. Auth0 now, thank yourself later.
Rate This Project
Login To Rate This Project
User Reviews
Be the first to post a review of NGBoost!