NGBoost: Natural Gradient Boosting for Probabilistic Prediction

4 code implementations • ICML 2020 • Tony Duan, Anand Avati, Daisy Yi Ding, Khanh K. Thai, Sanjay Basu, Andrew Y. Ng, Alejandro Schuler

NGBoost generalizes gradient boosting to probabilistic regression by treating the parameters of the conditional distribution as targets for a multiparameter boosting algorithm.

regression Weather Forecasting