engression
Software:5979739
CRANengressionMaRDI QIDQ5979739
Engression Modelling
Nicolai Meinshausen, Xinwei Shen
Last update: 22 November 2023
Copyright license: MIT license, File License
Software version identifier: 0.1.1, 0.1.3, 0.1.4
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>.
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