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calendar_today04-01-2024 23:01:20

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Alan Jeffares (@jeffaresalan) 's Twitter Profile Photo

Often we want our models to output a prediction *interval* rather than a point estimate. But did you know that quantile regression (classic approach) implicitly assumes the noise distribution to be symmetric? In our new ICML paper we investigate and propose a solution. 🧵[1/N]

Often we want our models to output a prediction *interval* rather than a point estimate. But did you know that quantile regression (classic approach) implicitly assumes the noise distribution to be symmetric?

In our new ICML paper we investigate and propose a solution.

🧵[1/N]