fabsig / GPBoost

Combining tree-boosting with Gaussian process and mixed effects models

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Migrating from XGBoost

asheetal opened this issue · comments

I work with large datasets (often nested). My workflow uses

  • GPU (most important)
  • R (a matter of preference)
  • Caret framework
  • mlrMBO (for bayesian hyperparameter tuning)
  • XGboost (for speed)
  • DALEX (for model agnostic explanations)

However, I have now hit a bottleneck of nested data. Can someone guide me on a pathway to use GPBoost without overhauling most of my workflow?