ceshine / quantile-regression-tensorflow

Implementations of Quantile Regression

Deep Quantile Regression Implementations

Based on strongio/quantile-regression-tensorflow, and with the following expansions:

1. Use the example dataset from the scikit-learn example.
2. The TensorFlow implementation is mostly the same as in strongio/quantile-regression-tensorflow.
3. Add a LightGBM "quantile" objective example (and a scikit-learn GBM example for comparison) based on this Github issue.
4. Add a Pytorch implementation.

Dockerfile

The accompanied Dockerfile contains all the dependencies needed to reproduce the results.