Search Results for author: Alexander März

Found 3 papers, 3 papers with code

Distributional Gradient Boosting Machines

1 code implementation2 Apr 2022 Alexander März, Thomas Kneib

We present a unified probabilistic gradient boosting framework for regression tasks that models and predicts the entire conditional distribution of a univariate response variable as a function of covariates.

Prediction Intervals

CatBoostLSS -- An extension of CatBoost to probabilistic forecasting

1 code implementation4 Jan 2020 Alexander März

We propose a new framework of CatBoost that predicts the entire conditional distribution of a univariate response variable.

Prediction Intervals

XGBoostLSS -- An extension of XGBoost to probabilistic forecasting

1 code implementation6 Jul 2019 Alexander März

We propose a new framework of XGBoost that predicts the entire conditional distribution of a univariate response variable.

Prediction Intervals

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