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.
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}
}