Add embedded laplace RNGs for out-of-sample prediciton
Open
Nobody has claimed this yet.
feature
new function
- Dominant language
- C++
- Stars
- 839
- Forks
- 220
- Avg merge
- 2d 4h
- Merged PRs (30d)
- 14
Description
These will require some extra work by the user to be able to compute the cross-terms, meaning either an extra function argument or additional overloads of the UDF they provide.
We will likely use the name _pred_rng. These will be implemented after #2594
cc @SteveBronder @charlesm93
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by reviewing the work tracked in #2594, which this issue identifies as a prerequisite. Then trace the existing UDF interface and prediction-related RNG handling; done means embedded Laplace RNGs support out-of-sample prediction and provide a defined way to compute cross-terms, using an extra argument or overloads as appropriate.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- cpp
- Domain
- tooling
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 25/100