NGBoost: Natural Gradient Boosting for Probabilistic Prediction

Published in International Conference on Machine Learning, 2020

Recommended citation: Tony Duan*, Anand Avati*, et.al. "NGBoost: Natural Gradient Boosting for Probabilistic Prediction" ICML 2020. https://stanfordmlgroup.github.io/projects/ngboost/

NGBoost brings generic probabilistic prediction capability to gradient boosting.

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BibTex:

@inproceedings{DuanADTBNS20,
  author    = {Tony Duan and
               Anand Avati and
               Daisy Yi Ding and
               Khanh K. Thai and
               Sanjay Basu and
               Andrew Y. Ng and
               Alejandro Schuler},
  title     = {NGBoost: Natural Gradient Boosting for Probabilistic Prediction},
  booktitle = {Proceedings of the 37th International Conference on Machine Learning,
               {ICML} 2020, 13-18 July 2020, Virtual Event},
  series    = {Proceedings of Machine Learning Research},
  volume    = {119},
  pages     = {2690--2700},
  publisher = ,
  year      = {2020},
  url       = {http://proceedings.mlr.press/v119/duan20a.html}
}