This repository contains an investigation of several gradient boosting decision tree (GBDT) quantile regression implementations.
The notebook can be opened in google colab here: notebook
To install with pip run:
git clone git@github.com:greenlytics/gbdt-uncertainty.git
pip install -r requirements.txt
The authors of this code would like to thank the Swedish Energy Agency for their financial support for this research work under the grant VindEL project number: 47070-1.