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Support for accelerating NGBoost #2132

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Support for accelerating NGBoost#2132
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enhancement

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@Geethen
Geethen
opened on Oct 14, 2022

I have come across speed-ups for XGBoost and LightGBM here and wondered if it similar sppedups could be achieved for NGBoost with LightGBM as a base learner. https://stanfordmlgroup.github.io/projects/ngboost/

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