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

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Categories

Machine Learning

License

Apache License V2.0

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Additional Project Details

Operating Systems

Linux, Mac, Windows

Programming Language

Python

Related Categories

Python Machine Learning Software

Registered

2024-08-16