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[tabular] Implement quantile regression for LGBModel #3168

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merged 4 commits into from
Apr 27, 2023

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shchur
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@shchur shchur commented Apr 21, 2023

Description of changes:

  • Add support for problem_type=QUANTILE for LGBModel. The current implementation trains a separate LGBM Booster for each quantile level and concatenates their outputs at prediction time.

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@shchur shchur requested a review from Innixma April 21, 2023 14:31
@shchur shchur changed the title [tabu;ar] Implement quantile regression for LGBModel [tabular] Implement quantile regression for LGBModel Apr 21, 2023
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Job PR-3168-6416709 is done.
Docs are uploaded to http://autogluon-staging.s3-website-us-west-2.amazonaws.com/PR-3168/6416709/index.html

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Job PR-3168-c0a5b31 is done.
Docs are uploaded to http://autogluon-staging.s3-website-us-west-2.amazonaws.com/PR-3168/c0a5b31/index.html

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Job PR-3168-c5957cb is done.
Docs are uploaded to http://autogluon-staging.s3-website-us-west-2.amazonaws.com/PR-3168/c5957cb/index.html

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LGTM! Added a few small comments

tabular/src/autogluon/tabular/models/lgb/lgb_utils.py Outdated Show resolved Hide resolved
tabular/src/autogluon/tabular/models/lgb/lgb_utils.py Outdated Show resolved Hide resolved
tabular/src/autogluon/tabular/models/lgb/lgb_utils.py Outdated Show resolved Hide resolved
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Job PR-3168-73bcbe8 is done.
Docs are uploaded to http://autogluon-staging.s3-website-us-west-2.amazonaws.com/PR-3168/73bcbe8/index.html

@shchur shchur requested a review from Innixma April 24, 2023 16:10
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Job PR-3168-5e61919 is done.
Docs are uploaded to http://autogluon-staging.s3-website-us-west-2.amazonaws.com/PR-3168/5e61919/index.html

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LGTM!

@shchur shchur merged commit 14e82d4 into autogluon:master Apr 27, 2023
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@shchur shchur deleted the tabular-lgbm-quantile branch April 27, 2023 08:17
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2 participants