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[ENH] Add Beta Distribution to XGBoostLSS#599

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fkiraly merged 2 commits into
sktime:mainfrom
joshdunnlime:xgblss-add-beta
Sep 26, 2025
Merged

[ENH] Add Beta Distribution to XGBoostLSS#599
fkiraly merged 2 commits into
sktime:mainfrom
joshdunnlime:xgblss-add-beta

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@joshdunnlime
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@joshdunnlime joshdunnlime commented Sep 25, 2025

XGBoostLSS uses pytorch backend with "concentration" nomenclature instead of skpro alpha and beta.

Reference Issues/PRs

No reference as it is a very simple PR.

What does this implement/fix? Explain your changes.

This adds the Beta Distribution to XGBoostLSS. It is a simple conversion from the pytorch Beta to skpro Beta. It is the simple mapping of concentration1 -> alpha and concentration0 -> beta.

Does your contribution introduce a new dependency? If yes, which one?

No.

What should a reviewer concentrate their feedback on?

Only one line of code and one line of docs changed.

Did you add any tests for the change?

Yes. Added Beta to the XGBoostLSS get_test_params.

Any other comments?

No.

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  • The PR title starts with either [ENH], [MNT], [DOC], or [BUG]. [BUG] - bugfix, [MNT] - CI, test framework, [ENH] - adding or improving code, [DOC] - writing or improving documentation or docstrings.
For new estimators
  • I've added the estimator to the API reference - in docs/source/api_reference/taskname.rst, follow the pattern.
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XGBoostLSS uses pytorch backend with "concentration" nomenclature instead of alpha and beta.
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was this added only recently to xgboostlss?

@joshdunnlime
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@fkiraly Looks like it was 2 years ago: StatMixedML/XGBoostLSS@64c4b63

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fkiraly commented Sep 26, 2025

hm - I suppose it could have been that skpro did not have the Beta distribution yet when we added xgboostlss? Not sure, but either way thanks for completing this.

@fkiraly fkiraly merged commit c48e145 into sktime:main Sep 26, 2025
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