Ordinal regression support

[ogencoglu]

Is there a clever way to use lightgbmlss for ordinal regression where the target values are binned (and not necessarily by uniform bin sizes)?

[StatMixedML]

Thanks @ogencoglu for your interest in the project.

LightGBMLSS natively supports any distribution that is twice differentiable with respect to its parameters. So while ordinal regression is currently not supported, you are invited to draft a pull request for this.