GPBoost
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fabsig
Combining tree-boosting with Gaussian process and mixed effects models
Installation to M1 chip Macbook is tricky, do you have some steps to help install it in M1?
Hello, Thanks for a great library! When I try to train a GPModel with with mixed effects (repeated measures/panel data) and pass `params = {'objective' : 'multiclass', 'num_class' : 3}`,...
I am interested in an extension to joint modeling of multiple correlated outcomes. For example, via coregionalization, described in [this paper](https://doi.org/10.1029/2002JD002905) and [implemented in pymc3](https://docs.pymc.io/en/stable/api/gp/cov.html#pymc3.gp.cov.Coregion). I see a separable spatiotemporal...
~/miniconda3/lib/python3.8/site-packages/gpboost/engine.py in train(params, train_set, num_boost_round, gp_model, use_gp_model_for_validation, train_gp_model_cov_pars, valid_sets, valid_names, fobj, feval, init_model, feature_name, categorical_feature, early_stopping_rounds, evals_result, verbose_eval, learning_rates, keep_training_booster, callbacks) 276 # construct booster 277 try: --> 278 booster...
Hello - thanks for the wonderful package. From the writeup and the description, it seems very promising. I wanted to check if GPBoost supports or will support sample weights? I...
Hi, @fabsig thank you for your work, this sounds like an exciting method. IIRC, you currently only support 0/1 binary outcomes with a logistic link, ctrl+F searching for 'logit' https://github.com/fabsig/GPBoost/blob/18f32760ac8617e3db65e1b0993fc4f00c1017be/include/GPBoost/likelihoods.h...
hi @fabsig From the readme, https://github.com/fabsig/GPBoost#gpboost-and-lagaboost-algorithms Focusing on the specific case of gaussian outcomes, Using the convention ``` y = F(X) + Zb + xi ``` where xi is an...
I work with large datasets (often nested). My workflow uses - GPU (most important) - R (a matter of preference) - Caret framework - mlrMBO (for bayesian hyperparameter tuning) -...
While trying to run the code for [Tree-Boosting for Spatial Data](https://towardsdatascience.com/tree-boosting-for-spatial-data-789145d6d97d) it seems like the code is hanging? The code below is more-or-less lifted from the article. # My machine...
Any idea why this fails? ``` /opt/local/bin/g++-mp-12 -std=gnu++17 -dynamiclib -Wl,-headerpad_max_install_names -undefined dynamic_lookup -single_module -multiply_defined suppress -L/opt/local/Library/Frameworks/R.framework/Resources/lib -Wl,-headerpad_max_install_names -Wl,-rpath,/opt/local/lib/libgcc -L/opt/local/lib -lMacportsLegacySupport -arch ppc -o gpboost.so boosting/boosting.o boosting/gbdt.o boosting/gbdt_model_text.o boosting/gbdt_prediction.o boosting/prediction_early_stop.o io/bin.o...
