2022
Deep Non-crossing Quantiles through the Partial Derivative
Axel Brando, Barcelona Supercomputing Center, *, and Joan Gimeno, Jose Rodriguez-Serrano, Jordi Vitria
AISTATS 2022poster
Quantile Regression (QR) provides a way to approximate a single conditional quantile. To have a more informative description of the conditional distribution, QR can be merged with deep learning techniques to simultaneously estimate multiple quantiles. However, the minimisation of the QR-loss functio…