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