statmixedml / catboostlss

An extension of CatBoost to probabilistic modelling

🎉 Welcome to my GitHub-Repo

I work as a Machine Learning Scientist with special interest in

• Statistical Machine Learning
• Probabilistic & Distributional Modeling
• Neural Time Series Forecasting
• Foundational Time Series Models
• Representation Learning
• Deep Learning for Tabular Data
• Transfer Learning
• Tree-Based Modeling
• ...

💡 I'm currently working on

Extensions of the major decision tree algorithms to a probabilistic framework that models and predicts the entire conditional distribution of univariate and multivariate targets as a function of covariates.

   

💻 Languages and Tools

               

💭 Ask me anything about

My areas of interest. But I am also more than happy for an exchange on other interesting topics.

💬 Quote of the day

"With four parameters I can fit an elephant, and with five I can make him wiggle his trunk."
(John von Neumann)

📈 GitHub Stats

catboostlss's Issues

Any intention of doing this with lightGBM

Just wondering :)

ETA for package?

Anxiously awaiting this package as it looks very useful and interesting. what is timeline for deployment? All files are currently empty, when will something be shared? imperfect as is still better than not available imho.

Is it already usable?

Hi Alexander,
is it already usable? I can't find any code inside - just empty files...

how to install?

Interesting project. hope to experiment with it.

All files are empty

Hello! Could you say why all files are empty? (in python and catboostlss folder)

ETA for this code?

Is this forthcoming?

I know there was some discussion here, in the Catboost and NGBoost repos about this. Any updates?

Project dead ?

Hi, this project look awesome and very usefull!!!

The python files are all empty, is this project still Alive ?

Thanks!

Question: Catboost Quantile Regression

Would you be able to shed some light on when to use the distribution fitting features of CatBoostLSS versus the quantile regression feature of the standard CatBoost package?