Support quantile linear regression

tidymodels / parsnip

A tidy unified interface to models

https://parsnip.tidymodels.org

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Open brshallo opened 3 years ago

brshallo commented 3 years ago

Add support for quantile linear regression, e.g.

library(parsnip)

linear_reg() %>% 
  set_engine("quantreg", tau = 0.50) %>% 
  set_mode("quantiles") # maybe unnecessary... see #85

(This issue stems from Rstudio Community thread and Mara's encouragement to open an issue to move discussion to github.)

juliasilge commented 3 years ago

Related to #119

SaintRod commented 2 years ago

Hi, @juliasilge. I wanted to chime in and add support for adding quantreg as an engine for linear_reg().

Two follow-up questions:

Is there an existing way to model the median vs the mean?
If ^ == no, do you think that adding quantreg as an engine is something that could be contributed to parsnip via a PR? I'd be thrilled to try if so...

PS. Thanks for all the great work on tidymodels!

pbhogale commented 4 months ago

I wanted to add my support for this too. Enabling quantile regression with quantreg::rq as well as xgboost would be awesome.