Georg
Georg
Hi @Nikos-T , FWIW looking at your histogram chart it does not seem like your data even has heavy tails (its a truncated distribution on the left, and on the...
@marftabucks I think it's useful to review prediction vs classification. For example, have a look at https://stats.stackexchange.com/questions/464636/proper-scoring-rule-when-there-is-a-decision-to-make-e-g-spam-vs-ham-email/538442?noredirect=1#comment1107477_538442 or https://www.fharrell.com/post/classification/ Particular to your question here, ordinal regression (not classification!) gives you...
@jaredwinick did you have a chance to look at this?
@fkiraly yes to all your points in first reply. re 2nd: yes, implementing Lambert W x Gaussian shouldn't be much different from just implementing a Lambert W x F abstract...
Any updates here with all the recent releases of xgboostllss?
Here is a better reference to suggest a `pip install xgboostlss` (minimum requirements) vs `pip install xgboostlss[full]` or sthg along those lines https://stackoverflow.com/questions/6237946/optional-dependencies-in-distutils-pip I looked through the code and yes...
@fkiraly yeah, if we are all on the same page , I can spend some time on helping refactor. @StatMixedML ?
@StatMixedML yes will clean up. However, I wanted to send this out first as a general "it works" proof of concept PR. If this looks good to you high level...
@StatMixedML updated PR with changes addressing earlier points. PTAL
@fkiraly Great idea! Will take a look and add an issue there.