Engression Modelling
Convert Data Frame to Numeric Matrix
Energy Loss Calculation
Energy Loss Calculation (Extended Output)
Energy Loss Calculation with Beta Scaling
Engression Function
Engression Fit Function
Prediction Function for Engression Models
Print an Engression Model Object
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 through the lens of distributional regression" by Xinwei Shen and Nicolai Meinshausen (2024) in JRSSB. Also supports classification (experimental). <doi:10.1093/jrsssb/qkae108>.