Cannot replicate fit - Githubissues

sachinruk / KerasQuantileModel

Quantile Regression using Deep Learning. An alternative to Bayesian models to get uncertainty.

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Cannot replicate fit #2

Open cosmin-novac opened 3 years ago

cosmin-novac commented 3 years ago

Hi. I'm trying to replicate your notebook results, but running the code on my machine with no changes leads to these unflattering results:

Any ideas?

Edit: For the sake of completeness:

cosmin-novac commented 3 years ago

Okay, I managed to fix this by using adam instead of adadelta as optimizer. The point prediction is good now, but then the quantiles fall out of place:

cosmin-novac commented 3 years ago

I managed to get somewhat accetable quantiles using RMSprop as optimizer. But it's scary how results can differ...