GBM Based Models

[JoshuaC3]

Hi, really interesting stuff!

What work has been done on GBM based blackbox models? The code in this repo seems only useable for NN based classification tasks, however, the term balckbox suggest sit can be applied to any time-series models.

I am also interested in regression tasks. My understanding is that KL-div can be used in a regression task, but that it just approximates the L2 metric. Do you have any experience or insight into this?

Many thanks!!