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Extend quantile regression to multiple quantiles #187
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Codecov ReportAll modified and coverable lines are covered by tests ✅
Additional details and impacted files@@ Coverage Diff @@
## main #187 +/- ##
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+ Coverage 22.13% 23.28% +1.14%
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Files 7 7
Lines 402 408 +6
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+ Hits 89 95 +6
Misses 313 313 ☔ View full report in Codecov by Sentry. |
… into conformal-quantile
Conformal quantile. Merging into the main branch
The original implementation in #168 required a separate model for each desired quantile. This PR enables users to pass a list of quantiles to the loss function, provided the model has the same number of outputs. It also extends the loss function to multiple response variables.