Open Sandy4321 opened 2 years ago
@Sandy4321 , Can you elaborate on what is that you're asking? Can you share any links?
https://colab.research.google.com/drive/1nXOlrmVHqCHiixqiMF6H8LSciz583_W2#scrollTo=esTAKyTyG1TS
https://www.statsmodels.org/dev/examples/notebooks/generated/quantile_regression.html
https://towardsdatascience.com/deep-quantile-regression-c85481548b5a
https://towardsdatascience.com/deep-quantile-regression-in-tensorflow-1dbc792fe597
especially mape loss for quantile https://github.com/keras-team/keras/blob/2c48a3b38b6b6139be2da501982fd2f61d7d48fe/keras/losses.py#L372-L429 https://github.com/scikit-learn/scikit-learn/blob/0d378913b/sklearn/metrics/_regression.py#L286
can you add loss for confidence intervals for example quantile regression