EconML
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does econml support distributing train(parallel) in multiple boxes(just like lightgbm)? if not, any plan for this?
We do not currently have any plans to support this, but it's on our radar. Could you expand on your use case for this a bit? It looks like LightGBM supports a few different modes of distribution, depending on whether you have a lot of features or a lot of data, or both - would one of those scenarios be particularly important to you? Likewise, it looks like LightGBM supports a number of different distributed computing platforms, although only Dask is directly maintained by the LightGBM team - would Dask support be sufficient, or would you need support on a different platform?
Hi there, I'm also interested in this, and for my use case, Dask support would be sufficient.