Add support for NGBoost (NGBRegressor/NGBClassifier)

[leonardomurakami]

Trying to run hummingbird for NGBRegressor and receiving MissingConverter: Unable to find converter for model type <class 'ngboost.api.NGBRegressor'>. It usually means the pipeline being converted contains a transformer or a predictor with no corresponding converter implemented. Please fill an issue at https://github.com/microsoft/hummingbird.

[ksaur]

Thanks! Added this to the requests list.

I'm assuming you mean this NGBoost. Can you please give us a few more details about your model?

[leonardomurakami]

Ay, sorry for taking so long to answer. Giving some more details, it is basically a boosting model which follows the sklearn API, except, on top of being able to do point estimates, it is able to predict a probabilistic distribution through the pred_dist method

Thanks for adding this to the requests list!