StatMixedML's profile picture. I am interested in Probabilistic Machine Learning & Time Series Forecasting | Distributional Regression | Time Series Representation Learning

Alexander März

@StatMixedML

I am interested in Probabilistic Machine Learning & Time Series Forecasting | Distributional Regression | Time Series Representation Learning

Based on the recently introduced runtime efficient #PyBoost approach, we present a probabilistic extension that models all moments of a parametric multivariate distribution as functions of covariates. github.com/StatMixedML/Py…

github.com

GitHub - StatMixedML/Py-BoostLSS: An extension of Py-Boost to probabilistic modelling

An extension of Py-Boost to probabilistic modelling - StatMixedML/Py-BoostLSS


Currently working on extending XGBoostLSS to multi-target regression. arxiv.org/abs/2210.06831


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