[scikit-learn] Add Grabit model to gradient boosting

[Fabio Sigrist]

Dear all,

I added the Tobit loss function to gradient boosting, see
https://github.com/scikit-learn/scikit-learn/pull/9961. Recently, I also
added a reference to a preprint of an article with documentation on the
methodology (https://arxiv.org/abs/1711.08695).

What are to next steps in order to decide whether this feature will be
added to sklearn?

Thanks a lot in advance.

Best regards,
Fabio Sigrist


*Lucerne University of Applied Sciences and Arts*

Institute of Financial Services Zug IFZ
Grafenauweg 10, CH-6300 Zug


*Fabio Sigrist, PhD *Lecturer

T +41 41 757 67 61
fabio.sigrist at hslu.ch
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