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saattrupdan / doubt

Bringing back uncertainty to machine learning.
MIT License
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Implement `score` method in `QuantileLinearRegression` #17

Closed saattrupdan closed 3 years ago

saattrupdan commented 3 years ago

Use the (negative) pinball loss function as score.

saattrupdan commented 3 years ago

Implemented in https://github.com/saattrupdan/doubt/commit/f15c10dc9a4d50388644adfb877df8ef7c5aaa0e.