The Quantile Trick

Рет қаралды 1,437

Күн бұрын

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:
github.com/koaning/drawdata
The code for all of our videos can be found on this Github repository:
github.com/probabl-ai/youtube...
The code for this specific episode can be found here:
github.com/probabl-ai/youtube...
If you're keen to see more videos like this, you can follow us over at @probabl_ai.

Пікірлер: 12

@andreshoyosidrobo549 Ай бұрын

Great video! I think you nailed the explanation. It is nice to see how to use Jupyter widgets as tools to explain ML-related concepts.

@probabl_ai Ай бұрын

Thanks! Speaking of widgets. Seen these? kzfaq.info/get/bejne/ibqAqZObuKe1dZ8.html kzfaq.info/get/bejne/ndWRdamprM7UZo0.html

@Spinnen 3 ай бұрын

Just wanted to say I love these kind of videos - early days for the channel just wanted to give that positive feedback to continue

@probabl_ai 3 ай бұрын

(Vincent here) Happy to hear it. Plenty more is on the way!

@hernanebraga23 3 ай бұрын

Excellent video, I really like how you explain complex concepts and techniques

@GarveRagnara 3 ай бұрын

But what about conformal predictions? :D

@probabl_ai 3 ай бұрын

(Vincent here) Noted! There's a long todo list for ideas, but I agree conformal predictions deserve attention.

@jdt12880 3 ай бұрын

How does the w parameter map to tge quantile?

@nicolasr8710 3 ай бұрын

It would be interesting to compare to Bayesian linear regression.

@alexmolasmartin 3 ай бұрын

how do you go from the free parameter of the pinball loss to the quantile you want to predict?

@probabl_ai 3 ай бұрын

(Vincent here) I might recommend playing with the notebook to unravel this one. But I'll keep this idea in mind because it might be an interesting appendix short later.