Parallel gradient boosting for flexible estimation of conditional distributions
CESP, CB, EVDG · CB · CESP · CESP
stat.ML, cs.LG
Submitted: 2026-07-15
Updated: 2026-10-22
Code: https://github.com/rchapelle/PGB
License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
Terminology
Sources
- Component-Wise Boosting of Targets for Multi-Output Prediction
- Generative and Nonparametric Approaches for Conditional Distribution Estimation: Methods, Perspectives, and Comparative Evaluations
- Efficient distributional regression trees learning algorithms for calibrated non-parametric probabilistic forecasts
- Robust multi-task boosting using clustering and local ensembling
- Estimation of conditional inequality curves and measures via estimating the conditional quantile function
- Gradient tree boosting with random output projections for multi-label classification and multi-output regression
- XGBoostLSS -- An extension of XGBoost to probabilistic forecasting
- Distributional Gradient Boosting Machines
- Conditional Generative Adversarial Nets
- Transforming Conditional Density Estimation Into a Single Nonparametric Regression Task
- When do Random Forests work?
- Conditional Density Estimation with Neural Networks: Best Practices and Benchmarks
- MT-GBM: A Multi-Task Gradient Boosting Machine with Shared Decision Trees
- Conformalized Percentile Interval: Finite Sample Validity and Improved Conditional Performance
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