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Quantile regression with scikit-learn.


scikit-learn does not have any quantile regression. :epkg:`statsmodels` does have one QuantReg but I wanted to try something I did for my teachings Régression Quantile based on Iteratively reweighted least squares. I thought it was a good case study to turn a simple algorithm into a learner scikit-learn can reused in a pipeline. The notebook Quantile Regression demonstrates it and it is implemented in QuantileLinearRegression.


Function to get insights on machine learned models


Machine learned models are black boxes. The module tries to implements some functions to get insights on machine learned models.


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