Merge pull request #310 from stanfordmlgroup/sklearn_dict

add sklearn dictionary support get_param and version update

RELEASE_NOTES.md

@@ -0,0 +1,8 @@
+# RELEASE NOTES
+
+## Version 0.4.0
+
+* Added support for the gamma distribution
+* Added sklearn support to `set_params`
+* Fixed off-by-one issue for max trees
+* Upgraded version of `black` formatter to 22.8.0

ngboost/ngboost.py

@@ -371,6 +371,35 @@ def fit(
 
         return self
 
+    def set_params(self, **parameters):
+        for parameter, value in parameters.items():
+            setattr(self, parameter, value)
+        return self
+
+    def get_params(self, deep=True):
+        """
+        Parameters
+        ----------
+        deep : Ignored. (for compatibility with sklearn)
+        Returns
+        ----------
+        params : returns an dictionary of parameters.
+        """
+        params = {
+            "Dist": self.Dist,
+            "Score": self.Score,
+            "Base": self.Base,
+            "natural_gradient": self.natural_gradient,
+            "n_estimators": self.n_estimators,
+            "learning_rate": self.learning_rate,
+            "minibatch_frac": self.minibatch_frac,
+            "col_sample": self.col_sample,
+            "verbose": self.verbose,
+            "random_state": self.random_state,
+        }
+
+        return params
+
     def score(self, X, Y):  # for sklearn
         return self.Manifold(self.pred_dist(X)._params).total_score(Y)
 

pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "ngboost"
-version = "0.3.14dev"
+version = "0.4.0dev"
 description = "Library for probabilistic predictions via gradient boosting."
 authors = ["Stanford ML Group <avati@cs.stanford.edu>"]
 readme = "README.md"