@@ -13,6 +13,7 @@ We propose a new framework of LightGBM that predicts the entire conditional dist
1313:white_check_mark : LightGBMLSS is available in Python. <br />
1414
1515## News
16+ :boom : [ 2023-06-15] LightGBMLSS now supports Zero-Inflated and Zero-Adjusted Distributions. <br />
1617:boom : [ 2023-05-26] Release of v0.2.1. See the [ release notes] ( https://github.com/StatMixedML/LightGBMLSS/releases ) for an overview. <br />
1718:boom : [ 2023-05-23] Release of v0.2.0. See the [ release notes] ( https://github.com/StatMixedML/LightGBMLSS/releases ) for an overview. <br />
1819:boom : [ 2022-01-05] LightGBMLSS now supports estimating the full predictive distribution via [ Expectile Regression] ( https://epub.ub.uni-muenchen.de/31542/1/1471082x14561155.pdf ) . <br />
@@ -33,20 +34,25 @@ pip install git+https://github.com/dsgibbons/shap.git
3334## Available Distributions
3435LightGBMLSS currently supports the following [ PyTorch distributions] ( https://pytorch.org/docs/stable/distributions.html ) .
3536
36- | Distribution | Usage | Type | Support | Number of Parameters |
37- | :----------------------------------------------------------------------------------------------------------------------------------: | :------------------------: | :-------------------------------------: | :-----------------------------: | :-----------------------------: |
38- | [ Beta] ( https://pytorch.org/docs/stable/distributions.html#beta ) | ` Beta() ` | Continuous <br /> (Univariate) | $y \in (0, 1)$ | 2 |
39- | [ Cauchy] ( https://pytorch.org/docs/stable/distributions.html#cauchy ) | ` Cauchy() ` | Continuous <br /> (Univariate) | $y \in (-\infty,\infty)$ | 2 |
40- | [ Expectile] ( https://epub.ub.uni-muenchen.de/31542/1/1471082x14561155.pdf ) | ` Expectile() ` | Continuous <br /> (Univariate) | $y \in (-\infty,\infty)$ | Number of expectiles |
41- | [ Gamma] ( https://pytorch.org/docs/stable/distributions.html#gamma ) | ` Gamma() ` | Continuous <br /> (Univariate) | $y \in (0, \infty)$ | 2 |
42- | [ Gaussian] ( https://pytorch.org/docs/stable/distributions.html#normal ) | ` Gaussian() ` | Continuous <br /> (Univariate) | $y \in (-\infty,\infty)$ | 2 |
43- | [ Gumbel] ( https://pytorch.org/docs/stable/distributions.html#gumbel ) | ` Gumbel() ` | Continuous <br /> (Univariate) | $y \in (-\infty,\infty)$ | 2 |
44- | [ Laplace] ( https://pytorch.org/docs/stable/distributions.html#laplace ) | ` Laplace() ` | Continuous <br /> (Univariate) | $y \in (-\infty,\infty)$ | 2 |
45- | [ LogNormal] ( https://pytorch.org/docs/stable/distributions.html#lognormal ) | ` LogNormal() ` | Continuous <br /> (Univariate) | $y \in (0,\infty)$ | 2 |
46- | [ Negative Binomial] ( https://pytorch.org/docs/stable/distributions.html#negativebinomial ) | ` NegativeBinomial() ` | Discrete Count <br /> (Univariate) | $y \in (0, 1, 2, 3, ...)$ | 2 |
47- | [ Poisson] ( https://pytorch.org/docs/stable/distributions.html#poisson ) | ` Poisson() ` | Discrete Count <br /> (Univariate) | $y \in (0, 1, 2, 3, ...)$ | 1 |
48- | [ Student-T] ( https://pytorch.org/docs/stable/distributions.html#studentt ) | ` StudentT() ` | Continuous <br /> (Univariate) | $y \in (-\infty,\infty)$ | 3 |
49- | [ Weibull] ( https://pytorch.org/docs/stable/distributions.html#weibull ) | ` Weibull() ` | Continuous <br /> (Univariate) | $y \in [ 0, \infty)$ | 2 |
37+ | Distribution | Usage | Type | Support | Number of Parameters |
38+ | :----------------------------------------------------------------------------------------------------------------------------------: | :------------------------: | :-------------------------------------: | :-----------------------------: | :-----------------------------: |
39+ | [ Beta] ( https://pytorch.org/docs/stable/distributions.html#beta ) | ` Beta() ` | Continuous <br /> (Univariate) | $y \in (0, 1)$ | 2 |
40+ | [ Cauchy] ( https://pytorch.org/docs/stable/distributions.html#cauchy ) | ` Cauchy() ` | Continuous <br /> (Univariate) | $y \in (-\infty,\infty)$ | 2 |
41+ | [ Expectile] ( https://epub.ub.uni-muenchen.de/31542/1/1471082x14561155.pdf ) | ` Expectile() ` | Continuous <br /> (Univariate) | $y \in (-\infty,\infty)$ | Number of expectiles |
42+ | [ Gamma] ( https://pytorch.org/docs/stable/distributions.html#gamma ) | ` Gamma() ` | Continuous <br /> (Univariate) | $y \in (0, \infty)$ | 2 |
43+ | [ Gaussian] ( https://pytorch.org/docs/stable/distributions.html#normal ) | ` Gaussian() ` | Continuous <br /> (Univariate) | $y \in (-\infty,\infty)$ | 2 |
44+ | [ Gumbel] ( https://pytorch.org/docs/stable/distributions.html#gumbel ) | ` Gumbel() ` | Continuous <br /> (Univariate) | $y \in (-\infty,\infty)$ | 2 |
45+ | [ Laplace] ( https://pytorch.org/docs/stable/distributions.html#laplace ) | ` Laplace() ` | Continuous <br /> (Univariate) | $y \in (-\infty,\infty)$ | 2 |
46+ | [ LogNormal] ( https://pytorch.org/docs/stable/distributions.html#lognormal ) | ` LogNormal() ` | Continuous <br /> (Univariate) | $y \in (0,\infty)$ | 2 |
47+ | [ Negative Binomial] ( https://pytorch.org/docs/stable/distributions.html#negativebinomial ) | ` NegativeBinomial() ` | Discrete Count <br /> (Univariate) | $y \in (0, 1, 2, 3, \ldots)$ | 2 |
48+ | [ Poisson] ( https://pytorch.org/docs/stable/distributions.html#poisson ) | ` Poisson() ` | Discrete Count <br /> (Univariate) | $y \in (0, 1, 2, 3, \ldots)$ | 1 |
49+ | [ Student-T] ( https://pytorch.org/docs/stable/distributions.html#studentt ) | ` StudentT() ` | Continuous <br /> (Univariate) | $y \in (-\infty,\infty)$ | 3 |
50+ | [ Weibull] ( https://pytorch.org/docs/stable/distributions.html#weibull ) | ` Weibull() ` | Continuous <br /> (Univariate) | $y \in [ 0, \infty)$ | 2 |
51+ | [ Zero-Adjusted Beta] ( https://github.com/pyro-ppl/pyro/blob/dev/pyro/distributions/zero_inflated.py ) | ` ZABeta() ` | Discrete-Continuous <br /> (Univariate) | $y \in [ 0, 1)$ | 3 |
52+ | [ Zero-Adjusted Gamma] ( https://github.com/pyro-ppl/pyro/blob/dev/pyro/distributions/zero_inflated.py ) | ` ZAGamma() ` | Discrete-Continuous <br /> (Univariate) | $y \in [ 0, \infty)$ | 3 |
53+ | [ Zero-Adjusted LogNormal] ( https://github.com/pyro-ppl/pyro/blob/dev/pyro/distributions/zero_inflated.py ) | ` ZALN() ` | Discrete-Continuous <br /> (Univariate) | $y \in [ 0, \infty)$ | 3 |
54+ | [ Zero-Inflated Negative Binomial] ( https://github.com/pyro-ppl/pyro/blob/dev/pyro/distributions/zero_inflated.py#L150 ) | ` ZINB() ` | Discrete-Count <br /> (Univariate) | $y \in [ 0, 1, 2, 3, \ldots)$ | 3 |
55+ | [ Zero-Inflated Poisson] ( https://github.com/pyro-ppl/pyro/blob/dev/pyro/distributions/zero_inflated.py#L121 ) | ` ZIPoisson() ` | Discrete-Count <br /> (Univariate) | $y \in [ 0, 1, 2, 3, \ldots)$ | 2 |
5056
5157## Some Notes
5258### Stabilization
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