ClimbsRocks / auto_ml

[UNMAINTAINED] Automated machine learning for analytics & production
http://auto-ml.readthedocs.io
MIT License
1.64k stars 310 forks source link

use quantile with a 0.5 alpha to get a prediction of the median #288

Open ClimbsRocks opened 7 years ago

ClimbsRocks commented 7 years ago

we can use the delta between the median prediction and the rmse prediction to do all kinds of interesting things...

for instance, it's one measure of uncertainty.

for uncertainty, we might end up with multiple definitions:

  1. prediction_intervals
  2. median prediction vs ls (rmse) prediction
  3. predicted_uncertainty
ClimbsRocks commented 7 years ago

i think the returned values will be prediction_lower, prediction_upper, prediction_median, and prediction