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Currently GBM monotone constraints exist for gaussian, bernoulli and tweedie (for power strictly between 1 and 2) families only. Extending this functionality to include Poisson and Gamma will be useful in financial services applications where regulation and/or client expectation dictates monotonic behaviour in response to certain factors
Previously raised by another user on h2ostream: [Poisson/Gamma GBM with monotonicity|https://groups.google.com/g/h2ostream/c/BEwC2iVZvgY?pli=1]
The text was updated successfully, but these errors were encountered:
Currently GBM monotone constraints exist for gaussian, bernoulli and tweedie (for power strictly between 1 and 2) families only. Extending this functionality to include Poisson and Gamma will be useful in financial services applications where regulation and/or client expectation dictates monotonic behaviour in response to certain factors
Previously raised by another user on h2ostream: [Poisson/Gamma GBM with monotonicity|https://groups.google.com/g/h2ostream/c/BEwC2iVZvgY?pli=1]
The text was updated successfully, but these errors were encountered: