quantile regression

98 papers with code • 0 benchmarks • 0 datasets

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Most implemented papers

Implicit Quantile Networks for Distributional Reinforcement Learning

opendilab/DI-engine ICML 2018

In this work, we build on recent advances in distributional reinforcement learning to give a generally applicable, flexible, and state-of-the-art distributional variant of DQN.

Distributional Reinforcement Learning with Quantile Regression

DLR-RM/stable-baselines3 27 Oct 2017

In this paper, we build on recent work advocating a distributional approach to reinforcement learning in which the distribution over returns is modeled explicitly instead of only estimating the mean.

Generalized Random Forests

swager/grf 5 Oct 2016

We propose generalized random forests, a method for non-parametric statistical estimation based on random forests (Breiman, 2001) that can be used to fit any quantity of interest identified as the solution to a set of local moment equations.

A Multi-Horizon Quantile Recurrent Forecaster

tianchen101/MQRNN 29 Nov 2017

We propose a framework for general probabilistic multi-step time series regression.

Conformalized Quantile Regression

yromano/cqr NeurIPS 2019

Conformal prediction is a technique for constructing prediction intervals that attain valid coverage in finite samples, without making distributional assumptions.

Fair Regression: Quantitative Definitions and Reduction-based Algorithms

Microsoft/fairlearn 30 May 2019

Our schemes only require access to standard risk minimization algorithms (such as standard classification or least-squares regression) while providing theoretical guarantees on the optimality and fairness of the obtained solutions.

Offline RL with No OOD Actions: In-Sample Learning via Implicit Value Regularization

ryanxhr/ivr 28 Mar 2023

This gives a deeper understanding of why the in-sample learning paradigm works, i. e., it applies implicit value regularization to the policy.

Machine learning methods for postprocessing ensemble forecasts of wind gusts: A systematic comparison

benediktschulz/paper_pp_wind_gusts 17 Jun 2021

Postprocessing ensemble weather predictions to correct systematic errors has become a standard practice in research and operations.

Neural Networks for Extreme Quantile Regression with an Application to Forecasting of Flood Risk

opasche/eqrn 16 Aug 2022

We propose the EQRN model that combines tools from neural networks and extreme value theory into a method capable of extrapolation in the presence of complex predictor dependence.

Causal Fair Machine Learning via Rank-Preserving Interventional Distributions

slds-lmu/paper_2023_cfml 24 Jul 2023

A decision can be defined as fair if equal individuals are treated equally and unequals unequally.