Distributional Regression Python Packages

skpro

A unified framework for tabular probabilistic regression, time-to-event prediction, and probability distributions in python

xgboostlss

An extension of XGBoost to probabilistic modelling

lightgbmlss

An extension of LightGBM to probabilistic modelling

mambular

DeepTab is a Python package that simplifies tabular deep learning by providing a suite of models for regression, classification, and distributional regression tasks. It includes models such as Mambular, TabM, FT-Transformer, TabulaRNN, TabTransformer, and tabular ResNets.

deeptab

DeepTab is a Python package that simplifies tabular deep learning by providing a suite of models for regression, classification, and distributional regression tasks. It includes models such as Mambular, TabM, FT-Transformer, TabulaRNN, TabTransformer, and tabular ResNets.

dte-adj

This is a Python library for estimating distributional treatment effects

rolch

A package for online distributional learning.

ondil

Methods for online / incremental estimation of distributional regression models

insurance-distributional

Distributional GBM for insurance pricing — TweedieGBM, GammaGBM, ZIPGBM, NegBinomialGBM, per-risk volatility scoring

insurance-distributional-glm

GAMLSS for insurance pricing in Python — model variance, shape, and tail parameters as functions of covariates

stengression

Spatiotemporal engression for probabilistic forecasting on low-frequency datasets.