8000 HistGradientBoostingRegressor and quantile loss function · Issue #17955 · scikit-learn/scikit-learn · GitHub
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HistGradientBoostingRegressor and quantile loss function #17955
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HistGradientBoostingRegressor and quantile loss function#17955
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High PriorityHigh priority issues and pull requestsNew Featuremodule:ensemble
@ludovicgauvin

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@ludovicgauvin
ludovicgauvin
opened on Jul 20, 2020

Hi,

I was wondering if you plan to add quantile loss function in HistGradientBoostingRegressor ? (it is available in GradientBoostingRegressor)

It would be very useful to estimate confidence interval.

Best,
L.

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