KTBoost
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Tobit with yl and yu varied by observations
Thanks for this repo!
I wonder if it is possible to extend the BoostingRegressor
to work with the data where censoring points yl
, yu
are varied by observations.
Thank you for using KTBoost!
Yes, this is possible. You basically have to add the option to use arrays instead of numbers for yl
and yu
in the TobitLossFunction
. I currently don't have time to work on this. Contributions are welcome.