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@marrov marrov commented Jan 12, 2026

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marrov commented Jan 13, 2026

Current errors are due to the initialize parameter being a new addition in 0.6.1 of xgboostlss. This is a breaking interface change. Seems to be a big overlap between this PR and #672

@fkiraly fkiraly changed the title Fix XGBoostLSS wrapper [BUG] Fix XGBoostLSS wrapper parameterization Jan 13, 2026
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fkiraly commented Jan 13, 2026

Thanks! I think we should merge #672 instead, to ensure the parameters are explicit.

I also added a fix for the initialize parameter there.

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fkiraly commented Jan 13, 2026

I will merge this - for the credits re the initialize parameter and pass-on handling; and then #672 as the final fix.

@fkiraly fkiraly merged commit b9303c9 into sktime:main Jan 13, 2026
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@fkiraly fkiraly added bug module:regression probabilistic regression module labels Jan 13, 2026
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[BUG] XGBoostLSS wrapper should expose the underlying XGBoost params [BUG] XGBoostLSS hardcodes stabilization, response and loss params

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