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Add support for Quantile regression #34

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pat-alt opened this issue Dec 1, 2022 · 1 comment
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Add support for Quantile regression #34

pat-alt opened this issue Dec 1, 2022 · 1 comment
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enhancement New feature or request medium This is expected to be medium.

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pat-alt commented Dec 1, 2022

MLJLinearModels.jl has a QuantileRegressor that (I presume) returns and interval. Section 2.2 outlines how Conformalize Quantile Regression can be implemented. Like with #32 I'm not sure how easy it is to simply adapt the score functions in order to then still be able to use all of the different approaches to conformalizing regression. Probably easier than #32 and would definitely be desirable in this case.
@pat-alt pat-alt added enhancement New feature or request medium This is expected to be medium. labels Dec 1, 2022
@pat-alt pat-alt mentioned this issue Dec 1, 2022
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@MojiFarmanbar MojiFarmanbar self-assigned this Jul 24, 2023
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pat-alt commented Mar 18, 2024

Closed by #96

@pat-alt pat-alt closed this as completed Mar 18, 2024
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