Negative Binomial for regression
esmit61 opened this issue · comments
Hi.
I would like to suggest if there could be a Negative Binomial distribution for the regression tasks with NGBRegressor, i.e.,
ngb = NGBRegressor(Dist=NegativeBinomial).fit(X_train, Y_train)
@esmit61 You might want to use XGBoostLSS, that supports Negative Binomial Distribution Type I