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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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Machine LearningLicense
Apache License V2.0Follow NGBoost
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