0.2.0

[StatMixedML]

Enhanced Distributional Modeling with PyTorch

• LightGBMLSS now fully relies on PyTorch distributions for distributional modeling.
• The integration with PyTorch distributions provides a more comprehensive and flexible framework for probabilistic modeling and uncertainty estimation.
• Users can leverage the rich set of distributional families and associated functions offered by PyTorch, allowing for a wider range of modeling options.

Automatic Differentiation

• LightGBMLSS now fully leverages PyTorch's automatic differentiation capabilities.
• Automatic differentiation enables efficient and accurate computation of gradients and hessians, resulting in enhanced model performance and flexibility.
• Users can take advantage of automatic differentiation to easily incorporate custom loss functions into their LightGBMLSS workflows.
• This enhancement allows for faster experimentation and easier customization.

Hyper-Parameter Optimization

• LightGBMLSS now enables the optimization of all XGBoost hyper-parameters for enhanced modeling flexibility and performance.

What's Changed:

• The syntax of LightGBMLSS has been updated in this release. We have made improvements to certain aspects of the syntax to provide better clarity and consistency.
• To familiarize yourself with the updated syntax, we kindly refer you to the example sections. The examples will demonstrate the revised syntax and help you adapt your code accordingly.

Bug Fixes

• Several minor fixes and improvements have been implemented in this release.

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This discussion was created from the release 0.2.0.