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engression

Engression Modelling

v0.1.5 · Jan 7, 2026 · MIT + file LICENSE

Description

Fits engression models for nonlinear distributional regression. Predictors and targets can be univariate or multivariate. Functionality includes estimation of conditional mean, estimation of conditional quantiles, or sampling from the fitted distribution. Training is done full-batch on CPU (the python version offers GPU-accelerated stochastic gradient descent). Based on "Engression: Extrapolation through the lens of distributional regression" by Xinwei Shen and Nicolai Meinshausen (2024) in JRSSB. Also supports classification (experimental). <doi:10.1093/jrsssb/qkae108>.

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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026

Dependency Network

Dependencies Reverse dependencies torch engression

Version History

new 0.1.5 Mar 10, 2026