Auxiliary Quantile Forecasting with Linear Networks

We propose a novel multi-task method for quantile forecasting with shared Linear layers. Our method is based on the Implicit quantile learning approach, where samples from the Uniform distribution $\mathcal{U}(0, 1)$ are reparameterized to quantile values of the target distribution. We combine the i...

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Bibliographische Detailangaben

Hauptverfasser:	Jawed, Shayan, Schmidt-Thieme, Lars
Format:	Artikel
Sprache:	eng
Schlagworte:	Computer Science - Learning Statistics - Methodology
Online-Zugang:	Volltext bestellen
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