Alejandro Schuler

Hi @ryan-wolbeck, thanks for the suggestion and for offering to expand the docs! Right now the only "docs" are what's in the [user guide](https://stanfordmlgroup.github.io/ngboost/intro.html) and what's in the docstrings for...

@ryan-wolbeck well put! I'll try to do some digging and get things set up in a way that makes sense. Might have something by the weekend but in case I...

> In case it's useful, I've written a "native" [xgboost version of ngboost](https://github.com/CDonnerer/xgboost-distribution), implemented in the xgboost scitkit-learn API. This is fantastic @CDonnerer. If you're willing, I'd love to have...

This would be very, very difficult to implement with any generality within ngboost because the mean prediction of a value may not map very nicely from a parameter of its...

This will also involve adding type annotations and documentation to the internals of the codebase.

The math and implementation look good to me. @ryan-wolbeck do you know what's going on with the failing checks?

That's definitely feasible. It would be very similar to the method currently used to (randomly) subsample columns at each boosting iteration. You'd now need to keep track of what columns...

Thanks for providing this example! I don't think it quite fits the bill of what I'd like for the design, though. It seems like the developer would need to understand/use...

@guyko81 this is a **very good idea**. I've been kicking around variations of this concept for about a year. And, in fact [Jerome Friedman](https://www.google.com/search?q=jerome+friedman&oq=jerome+frie&aqs=chrome.1.69i57j0j46j0l2j46i175i199j46j0j46i10j0.2289j0j7&sourceid=chrome&ie=UTF-8) himself emailed us (me, @tonyduan, and...

Your proposal makes sense to me- the only technical challenge is to include the current transformation in the calculation of the gradients for the distributional parameters, but I think it...