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MultivariateNormal doesn't seem to work
I'm trying to fit ngboost.distns.MultivariateNormal to 2D data (to predict covariance).
Unfortunately at the moment I am getting an error:
AssertionError: MultivariateNormal is not useable for regression.
Hi Oleg,
At the moment the Multivariate Normal distribution is still under development and is intended for use in survival regression (i.e. with censorship).
That said, it should not be terribly difficult for the development team to repurpose it for regression. Could you give a bit more context on the problem you're intending to use this for?
bump @olegmyrk
Hi @tonyduan, is this issue fixed now? I still can't get it to work for a multi-output regression (2D). Or is this a problem with my package version from PyPI?