mGBDT
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Can it be used in regression?
How can we adjust it to a regression problem?
I am also interested intot he same question
Probably, just change the layers and the booster
Looking at the source code more in detail, I think that you just need to choose a different loss for torch and specify a different objective function for XGBoost. "objective" = "..." --> "objective" = "..."
Would you guys be happy if I rewrote the repo in LGBM, for regression and classification?