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feature(KTP-767): Implemented XGBoost Multioutput Arctan Loss #533

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merged 8 commits into from
Apr 25, 2024

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egordm
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@egordm egordm commented Apr 23, 2024

Reference implementation: https://github.com/LaurensSluyterman/XGBoost_quantile_regression/tree/master

Improvements:

  • Shorter training time
  • Better quantiles
  • Similar performance as xgboost_quantile

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@github-actions github-actions bot added the feature New feature or request label Apr 23, 2024
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@bartpleiter bartpleiter left a comment

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Very nice! Made some small suggestions

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@egordm egordm force-pushed the feature/KTP-767-arctan-loss branch from e803c28 to 7bd0531 Compare April 24, 2024 12:08
@egordm egordm removed the request for review from wfstoel April 25, 2024 07:27
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sonarcloud bot commented Apr 25, 2024

@egordm egordm merged commit 3e11a17 into main Apr 25, 2024
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@egordm egordm deleted the feature/KTP-767-arctan-loss branch April 25, 2024 09:39
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3 participants