engression (Q5979739): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| (3 intermediate revisions by 2 users not shown) | |||
| Property / programmed in | |||
| Property / programmed in: R / rank | |||
| Property / programmed in | |||
| Property / programmed in: R / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI software profile / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 19:10, 12 March 2024
Engression Modelling
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | engression |
Engression Modelling |
Statements
Fits engression models for nonlinear distributional regression. Predictors and targets can be univariate or multivariate. Functionality includes estimation of conditional mean, estimation of conditional quantiles, or sampling from the fitted distribution. Training is done full-batch on CPU (the python version offers GPU-accelerated stochastic gradient descent). Based on "Engression: Extrapolation for nonlinear regression?" by Xinwei Shen and Nicolai Meinshausen (2023). Also supports classification (experimental). <arXiv:2307.00835>.
0 references
22 November 2023
0 references
