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Quantile regression with Explainable Boosting Machine #358

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gmartinonQM opened this issue Aug 3, 2022 · 2 comments
Closed

Quantile regression with Explainable Boosting Machine #358

gmartinonQM opened this issue Aug 3, 2022 · 2 comments

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@gmartinonQM
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Hi all !

I am really interested in using Explainable Boosting Machine for quantile regression. Is the pinball loss implemented ? Do you have a running example available ?

Thanks in advance for your time.
@paulbkoch
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Hi @gmartinonQM -- Custom losses are not implemented currently. It's something that we've put a lot of work into, but the feature is not complete and we're currently working on other issues for a bit before returning to it, so it'll be a few months at least before these become available. We're tracking custom losses in #281

-InterpretML team

@paulbkoch
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I'll close this issue for now since we're tracking custom losses in issue #281

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@paulbkoch @gmartinonQM