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Negative Binomial for regression #281

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esmit61 opened this issue Dec 7, 2021 · 1 comment
Open

Negative Binomial for regression #281

esmit61 opened this issue Dec 7, 2021 · 1 comment
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enhancement New feature or request

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@esmit61
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esmit61 commented Dec 7, 2021

Hi.
I would like to suggest if there could be a Negative Binomial distribution for the regression tasks with NGBRegressor, i.e.,

ngb = NGBRegressor(Dist=NegativeBinomial).fit(X_train, Y_train)
@ryan-wolbeck ryan-wolbeck added the enhancement New feature or request label Dec 8, 2021
@StatMixedML
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@esmit61 You might want to use XGBoostLSS, that supports Negative Binomial Distribution Type I

https://github.com/StatMixedML/XGBoostLSS

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@esmit61 @StatMixedML @ryan-wolbeck