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Quantile regression #1549

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fulmicoton opened this issue Jul 6, 2015 · 0 comments · May be fixed by #1550
Open

Quantile regression #1549

fulmicoton opened this issue Jul 6, 2015 · 0 comments · May be fixed by #1550

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@fulmicoton
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It would be nice to have (quantile regression)[http://en.wikipedia.org/wiki/Quantile_regression] in pylearn2.
It can be implemented as a last linear layer of an MLP with a specific cost.

One use case is to produce an estimation interval rather than a single regression value.

fulmicoton pushed a commit to fulmicoton/pylearn2 that referenced this issue Jul 6, 2015
fulmicoton pushed a commit to fulmicoton/pylearn2 that referenced this issue Sep 8, 2015
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