NGBoost: Natural Gradient Boosting for Probabilistic Prediction
Published in International Conference on Machine Learning, 2020
NGBoost brings generic probabilistic prediction capability to gradient boosting.
Recommended citation: Tony Duan*, Anand Avati*, et.al. "NGBoost: Natural Gradient Boosting for Probabilistic Prediction" ICML 2020. https://stanfordmlgroup.github.io/projects/ngboost/