Yasser Naji
Yasser Naji
Hey @SimonG85 Would it be ok if I take this issue? I was able to make some progress on it. I would very happy for you to look at the...
@avhz thanks for bringing this to my attention - I am currently investigating and will update as soon as I find something
Hello, can I pick this up as I implemented this pricer?
Hey @avhz - just saw the Clippy warnings, I am working on them now, but still feel free to review and comment on this PR (:
Hi @avhz This PR has been amended to use Cholesky decomposition and elimination methods instead of LDLT, which has yielded more accurate results (more consistent with SciPy). This, however, introduces...
A gradient boosting machine (using decision trees) effectively requires regression trees since the algorithm operates on continuous residuals rather than discrete class labels. It appears that this package does not...