Version 0.4.1
Added partial_fit method for incremental learning
NGBoost now includes a new partial_fit method that allows for incremental learning. This method appends new base models to the existing ones, which can be useful when new data becomes available over time or when the data is too large to fit in memory all at once.
The partial_fit method takes similar parameters to the fit method, including predictors X, outcomes Y, and validation sets X_val and Y_val. It also supports custom weights for the training and validation sets, as well as early stopping and custom loss monitoring.
Please note that the partial_fit method is not yet fully tested and may not work as expected in all cases. Use it with caution and thoroughly test its behavior in your specific use case before relying on it in production.