Instance-Based Uncertainty Estimation for Gradient-Boosted Regression Trees
Project description
IBUG: Instance-Based Uncertainty Estimation for Gradient-Boosted Regression Trees
ibug is a simple wrapper that extends any gradient-boosted regression trees (GBRT) model into a probabilistic estimator, and is compatible with all major GBRT frameworks including LightGBM, XGBoost, CatBoost, and SKLearn.
Install
pip install ibug
Experiment
Download a Dataset
- Follow the instructions in the readme for a dataset in
data/
.
Quantify Prediction Uncertainy with LightGBM + IBUG
python3 scripts/experiments/train.py --tree_type lgb
python3 scripts/experiments/predict.py --tree_type lgb
License
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