Fabio Sigrist

I have a similar question. I would like to call a function of the class, which calls another class, inside a foreach loop. This is not working. Below is an...

@mikejacktzen: Thank you for your suggestion. It seems to me that the easiest way to do this would be to 1. subtract \xi from y and pass y' = y...

Thanks for the clarification. Providing the covariance matrix of the error term instead of the error term itself makes much more sense. This could be implemented but requires some software...

@mikejacktzen Thank you for your suggestion. It seems that this is a useful add-on that can be implemented with a manageable effort. May I ask, what is the approach of...

Thanks for the update. GPBoost cannot just use LightGBM losses as computations are very different, but it should still not be too much effort. I plan to implement this once...

@mikejacktzen: Sorry for the long silence. I finally started to have a look at this. It turns out that things are slightly more complicated than I first assumed. While simply...

Thank you for the request. I agree that this might be a convenient feature. However, I currently do not have the time to work on this. Here is demo code...

Glad to hear that it runs on Linux. I hope that it also runs on the Mac (computational performance obviously depends on the machine you are using). Otherwise, it is...

That's not good. Unfortunately, I cannot reproduce this on my Apple silicon machine as it works without any problems. I might investigate this issue sometimes in the future. For the...

FWIW, several Python packages seem to have problems on M1 macs; see, e.g., https://github.com/microsoft/LightGBM/issues/4843