Data Science in the Real World
NGBoost Explained
Comparison to LightGBM and XGBoost
Published in
5 min readOct 27, 2019
Stanford ML Group recently published a new algorithm in their paper, [1] Duan et al., 2019 and its implementation called NGBoost. This algorithm includes uncertainty estimation into the gradient boosting by using the Natural gradient. This post tries to understand this new algorithm and comparing…
