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Two new y-transformation approaches

Open mlindauer opened this issue 5 years ago • 4 comments

  • bilog (log transformations above 0 and below 0)
  • Gaussian Copula (ECDF -> quantiles -> Inverse Gaussian CDF)

mlindauer avatar Mar 04 '20 14:03 mlindauer

If everyone is happy with the implementation, I will merge this branch

dengdifan avatar Jul 16 '21 11:07 dengdifan

We will have a look at how these methods perform once we have the new benchmarking fully in place.

alexandertornede avatar Jan 26 '23 12:01 alexandertornede

The recent HEBO suggests using a PowerTransform from scikit-learn. If you plan to benchmark these two, could you also throw this one in the mix?

mfeurer avatar Jan 27 '23 08:01 mfeurer

Thanks for the pointer. Sure!

alexandertornede avatar Feb 01 '23 12:02 alexandertornede