Dear all, I added the Tobit loss function to gradient boosting, see https://github.com/scikit-learn/scikit-learn/pull/9961. Recently, I also added a reference to a preprint of an article with documentation on the methodology (https://arxiv.org/abs/1711.08695).
What are to next steps in order to decide whether this feature will be added to sklearn? Thanks a lot in advance. Best regards, Fabio Sigrist *Lucerne University of Applied Sciences and Arts* Institute of Financial Services Zug IFZ Grafenauweg 10, CH-6300 Zug *Fabio Sigrist, PhD *Lecturer T +41 41 757 67 61 fabio.sigr...@hslu.ch
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