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Monotone constrain only on some parameter of distribution

Open thomasfrederikhoeck opened this issue 8 months ago • 0 comments

In the docs their is a demonstration of using monotono constrains (which is a nice feature in XGBoost too). Is it possible to only constrain mean and not std? I could imagne a lot of physical problems where we know something need to hold in the mean but might not be the case for the std.

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thomasfrederikhoeck avatar May 27 '24 18:05 thomasfrederikhoeck