Comments (3)
Thanks for the report, there are a few ways we could integrate this support. Wrapping it via a StandardisingTrainer similar to the TransformTrainer would induce another dataset copy, whereas integrating it directly into the affected regression trainers would be a bunch more code. We'll have a look at figure out which way seems most efficient.
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There's a prototype for LibSVM models here - https://github.com/oracle/tribuo/tree/regression-rescaling. We're currently trying to figure out if there is a way to build that into all regression models without too much repeated code (and even if it's necessary for things like XGBoost).
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After some checking it didn't seem necessary in models other than LibSVM regressors, so we just added an option to that trainer.
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