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It would be interesting to implement Conformalised Quantile Regression (Romano et al 2019) (https://arxiv.org/abs/1905.03222).
This could be done via the implementation of other Non-Conformity Measur…
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**Is your feature request related to a problem? Please describe.**
It would be beneficial to many users to be able to perform multiple quantile regression with one model instead of training multiple …
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Hi @sachinruk, I'm very happy to have come across your quantile regression notebook. I'm a data scientist in Switzerland working on doing forecasting of fresh food and have been trying to implement th…
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related issue and application to penalized estimation #5350 https://github.com/statsmodels/statsmodels/issues/5350#issuecomment-2020522086
There are many smooth approximations in the literature for…
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Hi all,
I have seen in the R packages ranger and quantregForest that a fast version of quantile computation is currently used, see :
https://github.com/imbs-hl/ranger/issues/207
https://github.co…
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The heart of the reweighting in quantile regression : https://github.com/statsmodels/statsmodels/blob/master/statsmodels/regression/quantile_regression.py#L174
is this block:
```
mask = np.abs(resi…
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Should the quantile regression example in the docs here:
https://xgboost.readthedocs.io/en/latest/python/examples/quantile_regression.html
include a plot?
It looks like changing `"--plot"` t…
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Hey there! I was wondering what exactly is the red-shaded area that I see in the following plot and why it is so spiky looking:
![image](https://github.com/florianhartig/DHARMa/assets/84935921/f13d…
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Hi, what does the "u" means in the following code snippets? It seems that the "u" is not defined in the code? Thanks!
huber_loss = 0.5 * u.abs().clamp(min=0.0, max=k).pow(2)
huber_loss += k *…
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I was wondering if it would be difficult by any chance to also support sparse group quantile regression, by analogy to sparse group LASSO?