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1 change: 1 addition & 0 deletions docs/source/user_guide/concepts/models.rst
Original file line number Diff line number Diff line change
Expand Up @@ -205,3 +205,4 @@ Most users start with Presets and only drop down to lower levels when they need
custom behavior. The component boundaries are designed so you can replace one piece
(e.g., swap a Forecaster or add a Transform) without rewriting the rest of the
pipeline.
```
5 changes: 4 additions & 1 deletion docs/source/user_guide/guides/probabilistic_forecasting.rst
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Expand Up @@ -134,6 +134,8 @@ maintain consistency between levels.
- ``reg:quantileerror`` objective
- Fast iteration on linear-tractable problems, or as a robust baseline.
- Uses XGBoost's built-in quantile regression for linear boosters.
Quantile levels are sorted internally before training, so input order
does not matter.
* - **LightGBM**
- ``MultiQuantileRegressor``
- Large feature sets where LightGBM's training speed pays off.
Expand Down Expand Up @@ -263,4 +265,5 @@ See :doc:`/user_guide/guides/backtesting_tutorial` for how to evaluate forecast
- :doc:`/user_guide/guides/forecasting` for the overall forecasting workflow (fitting, predicting, model selection).
- :doc:`/user_guide/concepts/models` for understanding how different model types compare.
- :doc:`/user_guide/guides/backtesting_tutorial` for evaluating forecast performance systematically.
- :doc:`/user_guide/guides/reliability_fallback` for operational concerns like fallback behavior when data is missing.
- :doc:`/user_guide/guides/reliability_fallback` for operational concerns like fallback behavior when data is missing.
```
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