2018-05 - 1/1 Blog machine_learning (5)
2018-05 - 1/1#
Quantile regression with scikit-learn.#
2018-05-07
scikit-learn does not have any quantile regression.
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.
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