NGBoost is a Python library for probabilistic gradient boosting that produces full predictive distributions rather than point estimates. It implements the Natural Gradient Boosting algorithm described in the research paper (arXiv 1910.03225). The library provides a scikit-learn-compatible API with NGBRegressor, NGBClassifier, and NGBSurvival classes, supporting a wide range of distributions (Normal, Bernoulli, Poisson, Gamma, Weibull, Beta, MultivariateNormal, etc.) and scoring rules (LogScore, CRPScore). A standout feature is the SymPy-based distribution factory (sympy_utils) that automatically derives gradients and Fisher Information from symbolic expressions, enabling easy creation of custom distributions. The architecture is modular: a core boosting loop (ngboost.py) works with pluggable base learners (learners.py), distributions (distns/), and scores (scores.py), combined via a manifold pattern (manifold.py). The library also includes survival analysis with censored scores, partial_fit for incremental learning, and backward-compatible model loading. While primarily a software library, it has strong research roots with experimental scripts, figure generation, and extensive Jupyter notebook examples. The codebase is well-structured and tested, though some deprecated sklearn usage and duplicated documentation content indicate moderate technical drift.