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Do proper gradient boosting for brier score optimization #35

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pfistfl opened this issue Jul 19, 2021 · 0 comments
Open

Do proper gradient boosting for brier score optimization #35

pfistfl opened this issue Jul 19, 2021 · 0 comments
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enhancement New feature or request

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@pfistfl
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pfistfl commented Jul 19, 2021

The approach proposed in the papers optimizes the brier score through the assumption of predicted probabilities (which can be added or multiplicatively updated).
A proper gradient boosting setup where scores are optimized could be a worthwhile addition.
@pfistfl pfistfl added the enhancement New feature or request label Jul 19, 2021
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