Quantile and CDF Regression Example
Quantile regression objective
CDF regression objective
$$ J(y_c) = E\left(\mathbb{1}{Y < y_c} \log v(y_c, X) + (1 - \mathbb{1}{Y < yc}) \log(1 - v(y_x, X)) | X\right)$$
The functions
$Y$
Unconditional distribution of Quantile regression
CDF estimation via logistic regression with monotone network
$Y|X$
Conditional distributional of Quantile regression
CDF estimation via logistic regression with monotone network
TODO
Do more quantitative error plots etc.