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Library Request: ngboost #7636

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AlexCatarino opened this issue Dec 20, 2023 · 0 comments · Fixed by #7856
Closed
4 tasks done

Library Request: ngboost #7636

AlexCatarino opened this issue Dec 20, 2023 · 0 comments · Fixed by #7856
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@AlexCatarino
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Expected Behavior

ngboost is a Python library that implements Natural Gradient Boosting, as described in "NGBoost: Natural Gradient Boosting for Probabilistic Prediction". It is built on top of Scikit-Learn, and is designed to be scalable and modular with respect to choice of proper scoring rule, distribution, and base learner.

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Update libraries and python 3.11 QuantConnect/Lean
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@AlexCatarino