Kernel quantile regression
Project description
Kernel quantile regression
The kernel_quantile_regression package is an open source implementation of the quantile regressor techique introduced in [1].
Installation
Use the package manager pip to install kernel_quantile_regression.
pip install kernel-quantile-regression
Usage
from kernel_quantile_regression.kqr import KQR
# create model instance
# specify your quantile q and hyperparameters C and gamma
kqr_1=KQR(alpha=q, C=100, gamma=0.5)
# train model
kqr_1.fit(X_train, y_train)
# predict
kqr_1.predict(X_test)
References
[1] Ichiro Takeuchi, Quoc V. Le, Timothy D. Sears, and Alexander J. Smola. 2006. Non- parametric Quantile Estimation. Journal of Machine Learning Research 7, 45 (2006), 1231–1264. https://www.jmlr.org/papers/volume7/takeuchi06a/takeuchi06a.pdf
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