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probml / pml2-book

Probabilistic Machine Learning: Advanced Topics
MIT License
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quantile regression #218

Closed murphyk closed 1 year ago

murphyk commented 1 year ago

Add better explanation of quantile (pinball) loss in sec 14.3.2.1 (Conformalizing quantile regression), and give equation for CRPS in sec 29.12.8 (Neural forecasting methods).