The Quantile Trick
When you're doing a regression you're sometimes not so much interested in predicting the most "likely" value, sometimes you're more interested in predicting a spectrum of likely values. Put differently: you may be interested in predicting the quantiles of a distribution, instead of the median value. In this video we'll explain the quantile trick, which involves a pinball loss, to deal with these situations.
Video Chapters:
00:00 Drawing a dataset
00:58 Predicting Quantiles
03:04 Pinball Loss
07:06 Interactive Demo
09:45 Comparing Models
If you're interested in drawing data yourself, check out this project:
https://github.com/koaning/drawdata
The code for all of our videos can be found on this Github repository:
https://github.com/probabl-ai/youtube...
The code for this specific episode can be found here:
https://github.com/probabl-ai/youtube...
This whiteboard video is part of the open efforts over at probabl. To learn more you can check out website or reach out to us on social media.
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