Skip to content

Commit

Permalink
Update README.md
Browse files Browse the repository at this point in the history
  • Loading branch information
StatMixedML authored Aug 2, 2023
1 parent 5c4c94f commit 0be1e74
Showing 1 changed file with 6 additions and 3 deletions.
9 changes: 6 additions & 3 deletions README.md
Original file line number Diff line number Diff line change
@@ -1,13 +1,16 @@
<img align="right" width="156.5223" height="181.3" src="../master/figures/XGBoostLSS_inv.png">

# XGBoostLSS - An extension of XGBoost to probabilistic forecasting
#
<h4 align="center">

![Python package](https://github.com/StatMixedML/XGBoostLSS/workflows/CI%20of%20Package/badge.svg)
[![Github License](https://img.shields.io/badge/License-Apache%202.0-blue.svg)](https://opensource.org/licenses/Apache-2.0)

</h4>

#

<img align="right" width="156.5223" height="181.3" src="../master/figures/XGBoostLSS_inv.png">

# XGBoostLSS - An extension of XGBoost to probabilistic modelling
We propose a new framework of XGBoost that predicts the entire conditional distribution of univariate and multivariate responses. In particular, **XGBoostLSS** models all moments of a parametric distribution, i.e., mean, location, scale and shape (LSS), instead of the conditional mean only. Choosing from a wide range of continuous, discrete, and mixed discrete-continuous distribution, modelling and predicting the entire conditional distribution greatly enhances the flexibility of XGBoost, as it allows to create probabilistic forecasts from which prediction intervals and quantiles of interest can be derived.

## Features
Expand Down

0 comments on commit 0be1e74

Please sign in to comment.