Skip to content

tansey/quantile-regression

master
Switch branches/tags

Name already in use

A tag already exists with the provided branch name. Many Git commands accept both tag and branch names, so creating this branch may cause unexpected behavior. Are you sure you want to create this branch?
Code

Latest commit

 

Git stats

Files

Permalink
Failed to load latest commit information.
Type
Name
Latest commit message
Commit time
 
 
 
 
 
 
 
 

Neural Quantile Regression

This repo implements the experiments for the paper:

Quantile regression with ReLU Networks: Estimators and minimax rates
O.H.M. Padilla, W. Tansey, and Y. Chen
https://arxiv.org/abs/2010.08236

The code in python/neural_model.py implements a deep neural network quantile regression model for both univariate and multivariate responses.

Requirements

Everything is implemented in python3 with pytorch plus plotting with seaborn --- usual dependencies apply.

About

Experiments in deep quantile regression

Resources

License

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published

Languages