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[ENH] interface for xgboostlss regressors #522

Merged
merged 27 commits into from
Jan 25, 2025
Merged

[ENH] interface for xgboostlss regressors #522

merged 27 commits into from
Jan 25, 2025

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fkiraly
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@fkiraly fkiraly commented Jan 25, 2025

Towards #184.

Implements an interface for xgboostlss regressors, for now in a restricted form:

  • only the distributions already available in skpro
  • most parameters are available in init, but not all that could in-principle be addressed

The above can be added in future iterations.

@fkiraly fkiraly added enhancement module:regression probabilistic regression module interfacing algorithms Interfacing existing algorithms/estimators from third party packages labels Jan 25, 2025
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