Link to the notebook at the end of this post
Quantile regression is a powerful statistical technique that estimates the conditional quantiles of a response variable, providing a more comprehensive view of the relationship between variables than traditional mean regression. While linear quantile regression is well-established, performing quantile regression with any machine learning regressor is less common but highly valuable.
In this blog post, we’ll explore how to perform quantile regression in R and Python using RandomForestRegressor, RidgeCV, and KNeighborsRegressor with the help of nnetsauce, a package that extends scikit-learn models with additional functionalities.
Why Quantile Regression?
Traditional regression models (e.g., linear regression) predict the mean of the dependent variable given the independent variables. However, in many real-world scenarios, we might be interested in:
- Predicting extreme values (e.g., high or low sales, extreme temperatures).
- Assessing uncertainty by estimating prediction intervals.
- Handling non-Gaussian distributions where mean regression may be insufficient.
Quantile regression allows us to estimate any quantile (e.g., 5th, 50th, 95th percentiles) of the response variable, offering a more robust analysis.
Quantile Regression with nnetsauce
The nnetsauce package provides a flexible way to perform quantile regression using any scikit-learn regressor. Below, we’ll demonstrate how to use it with three different models, in R and Python:
- RandomForestRegressor
- RidgeCV (linear regression with cross-validated regularization)
- KNeighborsRegressor
1 - Python version¶
!pip install nnetsauce
import nnetsauce as ns
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
from sklearn.linear_model import Ridge, Lasso, ElasticNet, RidgeCV, LassoCV, ElasticNetCV
from sklearn.ensemble import RandomForestRegressor
from sklearn.svm import SVR
from sklearn.neighbors import KNeighborsRegressor
from sklearn.neural_network import MLPRegressor
from sklearn.gaussian_process import GaussianProcessRegressor
from sklearn.kernel_ridge import KernelRidge
from sklearn.ensemble import GradientBoostingRegressor
from sklearn.datasets import load_diabetes, fetch_california_housing
from sklearn.model_selection import train_test_split
from sklearn.metrics import mean_squared_error
from tqdm import tqdm
scoring = ["conformal", "residuals", "predictions", "studentized", "conformal-studentized"]
datasets = [load_diabetes, fetch_california_housing]
dataset_names = ["diabetes", "california_housing"]
regrs = [RandomForestRegressor(), RidgeCV(), KNeighborsRegressor()]
for dataset, dataset_name in zip(datasets, dataset_names):
print("\n dataset", dataset_name)
X, y = dataset(return_X_y=True)
if dataset_name == "california_housing":
X, y = X[:1000], y[:1000]
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2,
random_state=42)
for score in tqdm(scoring):
print("\n score", score)
for regr in regrs:
print("\n regr", regr.__class__.__name__)
regressor = ns.QuantileRegressor(
obj=regr,
scoring = score
)
regressor.fit(X_train, y_train)
predictions = regressor.predict(X_test, return_pi=True)
# Check ordering
lower_bound, median, upper_bound = predictions.lower, predictions.median, predictions.upper
is_ordered = np.all(np.logical_and(lower_bound < median, median < upper_bound))
print(f"Are the predictions ordered correctly? {is_ordered}")
# Calculate coverage
coverage = np.mean((lower_bound <= y_test)*(upper_bound >= y_test))
print(f"Coverage: {coverage:.2f}")
# Plot
plt.figure(figsize=(10, 6))
# Plot the actual values
plt.plot(y_test, label='Actual', color='black', alpha=0.5)
# Plot the predictions and confidence interval
plt.plot(predictions.median, label='Median prediction', color='blue', linewidth=2)
plt.plot(predictions.mean, label='Mean prediction', color='orange', linestyle='--', linewidth=2)
plt.fill_between(range(len(y_test)),
lower_bound, upper_bound,
alpha=0.3, color='gray',
edgecolor='gray',
label='Prediction interval')
plt.title(f'{regr.__class__.__name__} - {score} scoring')
plt.xlabel('Sample index')
plt.ylabel('Value')
plt.legend()
plt.show()
dataset diabetes
0%| | 0/5 [00:00<?, ?it/s]
score conformal regr RandomForestRegressor Are the predictions ordered correctly? True Coverage: 0.49
regr RidgeCV Are the predictions ordered correctly? True Coverage: 0.94
regr KNeighborsRegressor Are the predictions ordered correctly? True Coverage: 0.92
20%|██ | 1/5 [00:05<00:20, 5.16s/it]
score residuals regr RandomForestRegressor Are the predictions ordered correctly? True Coverage: 0.54
regr RidgeCV Are the predictions ordered correctly? True Coverage: 0.96
regr KNeighborsRegressor Are the predictions ordered correctly? True Coverage: 0.92
40%|████ | 2/5 [00:07<00:09, 3.31s/it]
score predictions regr RandomForestRegressor Are the predictions ordered correctly? True Coverage: 0.51
regr RidgeCV Are the predictions ordered correctly? True Coverage: 0.94
regr KNeighborsRegressor Are the predictions ordered correctly? True Coverage: 0.88
60%|██████ | 3/5 [00:09<00:05, 2.76s/it]
score studentized regr RandomForestRegressor Are the predictions ordered correctly? True Coverage: 0.48
regr RidgeCV Are the predictions ordered correctly? True Coverage: 0.96
regr KNeighborsRegressor Are the predictions ordered correctly? True Coverage: 0.92
80%|████████ | 4/5 [00:11<00:02, 2.66s/it]
score conformal-studentized regr RandomForestRegressor Are the predictions ordered correctly? True Coverage: 0.55
regr RidgeCV Are the predictions ordered correctly? True Coverage: 0.94
regr KNeighborsRegressor Are the predictions ordered correctly? True Coverage: 0.92
100%|██████████| 5/5 [00:13<00:00, 2.73s/it]
dataset california_housing
0%| | 0/5 [00:00<?, ?it/s]
score conformal regr RandomForestRegressor Are the predictions ordered correctly? True Coverage: 0.71
regr RidgeCV Are the predictions ordered correctly? True Coverage: 0.95
regr KNeighborsRegressor Are the predictions ordered correctly? True Coverage: 0.91
20%|██ | 1/5 [00:02<00:08, 2.22s/it]
score residuals regr RandomForestRegressor Are the predictions ordered correctly? True Coverage: 0.77
regr RidgeCV Are the predictions ordered correctly? True Coverage: 0.94
regr KNeighborsRegressor Are the predictions ordered correctly? True Coverage: 0.85
40%|████ | 2/5 [00:04<00:06, 2.27s/it]
score predictions regr RandomForestRegressor Are the predictions ordered correctly? True Coverage: 0.76
regr RidgeCV Are the predictions ordered correctly? True Coverage: 0.93
regr KNeighborsRegressor Are the predictions ordered correctly? True Coverage: 0.84
60%|██████ | 3/5 [00:06<00:04, 2.28s/it]
score studentized regr RandomForestRegressor Are the predictions ordered correctly? True Coverage: 0.77
regr RidgeCV Are the predictions ordered correctly? True Coverage: 0.94
regr KNeighborsRegressor Are the predictions ordered correctly? True Coverage: 0.85
80%|████████ | 4/5 [00:09<00:02, 2.55s/it]
score conformal-studentized regr RandomForestRegressor Are the predictions ordered correctly? True Coverage: 0.69
regr RidgeCV Are the predictions ordered correctly? True Coverage: 0.95
regr KNeighborsRegressor Are the predictions ordered correctly? True Coverage: 0.91
100%|██████████| 5/5 [00:12<00:00, 2.43s/it]
2 - R version¶
# prompt: load rpy2 extension
%load_ext rpy2.ipython
%R install.packages("reticulate")
%%R
library(reticulate)
# Import required Python modules
np <- import("numpy")
pd <- import("pandas")
plt <- import("matplotlib.pyplot")
sklearn_datasets <- import("sklearn.datasets")
sklearn_model_selection <- import("sklearn.model_selection")
sklearn_metrics <- import("sklearn.metrics")
sklearn_linear_model <- import("sklearn.linear_model")
sklearn_ensemble <- import("sklearn.ensemble")
sklearn_svm <- import("sklearn.svm")
sklearn_neighbors <- import("sklearn.neighbors")
sklearn_neural_network <- import("sklearn.neural_network")
sklearn_gaussian_process <- import("sklearn.gaussian_process")
sklearn_kernel_ridge <- import("sklearn.kernel_ridge")
tqdm <- import("tqdm")
nnetsauce <- import("nnetsauce")
# Set up the experiment
scoring <- c("conformal", "residuals", "predictions", "studentized", "conformal-studentized")
datasets <- list(sklearn_datasets$load_diabetes, sklearn_datasets$fetch_california_housing)
dataset_names <- c("diabetes", "california_housing")
regrs <- list(
sklearn_ensemble$RandomForestRegressor(),
sklearn_linear_model$RidgeCV(),
sklearn_neighbors$KNeighborsRegressor()
)
# Run the experiment
for (i in seq_along(datasets)) {
dataset <- datasets[[i]]
dataset_name <- dataset_names[i]
cat("\n dataset", dataset_name, "\n")
# Load data
data <- dataset(return_X_y = TRUE)
X <- data[[1]]
y <- data[[2]]
if (dataset_name == "california_housing") {
X <- X[1:1000, ]
y <- y[1:1000]
}
# Split data
split <- sklearn_model_selection$train_test_split(X, y, test_size = 0.2, random_state = 42L)
X_train <- split[[1]]
X_test <- split[[2]]
y_train <- split[[3]]
y_test <- split[[4]]
for (score in scoring) {
cat("\n score", score, "\n")
for (regr in regrs) {
cat("\n regr", regr$`__class__`$`__name__`, "\n")
# Create and fit quantile regressor
regressor <- nnetsauce$QuantileRegressor(
obj = regr,
scoring = score
)
regressor$fit(X_train, y_train)
predictions <- regressor$predict(X_test, return_pi = TRUE)
# Extract prediction intervals
lower_bound <- predictions$lower
median <- predictions$median
upper_bound <- predictions$upper
# Check ordering
is_ordered <- np$all(np$logical_and(lower_bound < median, median < upper_bound))
cat("Are the predictions ordered correctly?", is_ordered, "\n")
# Calculate coverage
coverage <- np$mean((lower_bound <= y_test) * (upper_bound >= y_test))
cat(sprintf("Coverage: %.2f\n", coverage))
# Plot
plt$figure(figsize = tuple(10, 6))
# Plot the actual values
plt$plot(y_test, label = 'Actual', color = 'black', alpha = 0.5)
# Plot the predictions and confidence interval
plt$plot(predictions$median, label = 'Median prediction', color = 'blue', linewidth = 2)
plt$plot(predictions$mean, label = 'Mean prediction', color = 'orange', linestyle = '--', linewidth = 2)
plt$fill_between(
seq_along(y_test),
lower_bound,
upper_bound,
alpha = 0.3,
color = 'gray',
edgecolor = 'gray',
label = 'Prediction interval'
)
plt$title(sprintf('%s - %s scoring', regr$`__class__`$`__name__`, score))
plt$xlabel('Sample index')
plt$ylabel('Value')
plt$legend()
plt$show()
}
}
}
dataset diabetes score conformal regr RandomForestRegressor Are the predictions ordered correctly? TRUE Coverage: 0.57
regr RidgeCV
0%| | 0/5 [00:49<?, ?it/s] 0%| | 0/5 [00:57<?, ?it/s]
Are the predictions ordered correctly? TRUE Coverage: 0.94
regr KNeighborsRegressor Are the predictions ordered correctly? TRUE Coverage: 0.92
score residuals regr RandomForestRegressor Are the predictions ordered correctly? TRUE Coverage: 0.54
regr RidgeCV Are the predictions ordered correctly? TRUE Coverage: 0.96
regr KNeighborsRegressor Are the predictions ordered correctly? TRUE Coverage: 0.92
score predictions regr RandomForestRegressor Are the predictions ordered correctly? TRUE Coverage: 0.52
regr RidgeCV Are the predictions ordered correctly? TRUE Coverage: 0.94
regr KNeighborsRegressor Are the predictions ordered correctly? TRUE Coverage: 0.88
score studentized regr RandomForestRegressor Are the predictions ordered correctly? TRUE Coverage: 0.52
regr RidgeCV Are the predictions ordered correctly? TRUE Coverage: 0.96
regr KNeighborsRegressor Are the predictions ordered correctly? TRUE Coverage: 0.92
score conformal-studentized regr RandomForestRegressor Are the predictions ordered correctly? TRUE Coverage: 0.51
regr RidgeCV Are the predictions ordered correctly? TRUE Coverage: 0.94
regr KNeighborsRegressor Are the predictions ordered correctly? TRUE Coverage: 0.92
dataset california_housing score conformal regr RandomForestRegressor Are the predictions ordered correctly? TRUE Coverage: 0.71
regr RidgeCV Are the predictions ordered correctly? TRUE Coverage: 0.96
regr KNeighborsRegressor Are the predictions ordered correctly? TRUE Coverage: 0.90
score residuals regr RandomForestRegressor Are the predictions ordered correctly? TRUE Coverage: 0.78
regr RidgeCV Are the predictions ordered correctly? TRUE Coverage: 0.94
regr KNeighborsRegressor Are the predictions ordered correctly? TRUE Coverage: 0.85
score predictions regr RandomForestRegressor Are the predictions ordered correctly? TRUE Coverage: 0.71
regr RidgeCV Are the predictions ordered correctly? TRUE Coverage: 0.93
regr KNeighborsRegressor Are the predictions ordered correctly? TRUE Coverage: 0.84
score studentized regr RandomForestRegressor Are the predictions ordered correctly? TRUE Coverage: 0.78
regr RidgeCV Are the predictions ordered correctly? TRUE Coverage: 0.94
regr KNeighborsRegressor Are the predictions ordered correctly? TRUE Coverage: 0.85
score conformal-studentized regr RandomForestRegressor Are the predictions ordered correctly? TRUE Coverage: 0.73
regr RidgeCV Are the predictions ordered correctly? TRUE Coverage: 0.96
regr KNeighborsRegressor Are the predictions ordered correctly? TRUE Coverage: 0.90
For attribution, please cite this work as:
T. Moudiki (2025-05-20). Quantile regression with any regressor -- Examples with RandomForestRegressor, RidgeCV, KNeighborsRegressor. Retrieved from https://thierrymoudiki.github.io/blog/2025/05/20/r/python/quantile-regression
BibTeX citation (remove empty spaces)
@misc{ tmoudiki20250520,
author = { T. Moudiki },
title = { Quantile regression with any regressor -- Examples with RandomForestRegressor, RidgeCV, KNeighborsRegressor },
url = { https://thierrymoudiki.github.io/blog/2025/05/20/r/python/quantile-regression },
year = { 2025 } }
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- Parallel for loops (Map or Reduce) + New versions of nnetsauce and ahead Sep 16, 2024
- Adaptive (online/streaming) learning with uncertainty quantification using Polyak averaging in learningmachine Sep 10, 2024
- New versions of nnetsauce and ahead Sep 9, 2024
- Prediction sets and prediction intervals for conformalized Auto XGBoost, Auto LightGBM, Auto CatBoost, Auto GradientBoosting Sep 2, 2024
- Quick/automated R package development workflow (assuming you're using macOS or Linux) Part2 Aug 30, 2024
- R package development workflow (assuming you're using macOS or Linux) Aug 27, 2024
- A new method for deriving a nonparametric confidence interval for the mean Aug 26, 2024
- Conformalized adaptive (online/streaming) learning using learningmachine in Python and R Aug 19, 2024
- Bayesian (nonlinear) adaptive learning Aug 12, 2024
- Auto XGBoost, Auto LightGBM, Auto CatBoost, Auto GradientBoosting Aug 5, 2024
- Copulas for uncertainty quantification in time series forecasting Jul 28, 2024
- Forecasting uncertainty: sequential split conformal prediction + Block bootstrap (web app) Jul 22, 2024
- learningmachine for Python (new version) Jul 15, 2024
- learningmachine v2.0.0: Machine Learning with explanations and uncertainty quantification Jul 8, 2024
- My presentation at ISF 2024 conference (slides with nnetsauce probabilistic forecasting news) Jul 3, 2024
- 10 uncertainty quantification methods in nnetsauce forecasting Jul 1, 2024
- Forecasting with XGBoost embedded in Quasi-Randomized Neural Networks Jun 24, 2024
- Forecasting Monthly Airline Passenger Numbers with Quasi-Randomized Neural Networks Jun 17, 2024
- Automated hyperparameter tuning using any conformalized surrogate Jun 9, 2024
- Recognizing handwritten digits with Ridge2Classifier Jun 3, 2024
- Forecasting the Economy May 27, 2024
- A detailed introduction to Deep Quasi-Randomized 'neural' networks May 19, 2024
- Probability of receiving a loan; using learningmachine May 12, 2024
- mlsauce's `v0.18.2`: various examples and benchmarks with dimension reduction May 6, 2024
- mlsauce's `v0.17.0`: boosting with Elastic Net, polynomials and heterogeneity in explanatory variables Apr 29, 2024
- mlsauce's `v0.13.0`: taking into account inputs heterogeneity through clustering Apr 21, 2024
- mlsauce's `v0.12.0`: prediction intervals for LSBoostRegressor Apr 15, 2024
- Conformalized predictive simulations for univariate time series on more than 250 data sets Apr 7, 2024
- learningmachine v1.1.2: for Python Apr 1, 2024
- learningmachine v1.0.0: prediction intervals around the probability of the event 'a tumor being malignant' Mar 25, 2024
- Bayesian inference and conformal prediction (prediction intervals) in nnetsauce v0.18.1 Mar 18, 2024
- Multiple examples of Machine Learning forecasting with ahead Mar 11, 2024
- rtopy (v0.1.1): calling R functions in Python Mar 4, 2024
- ahead forecasting (v0.10.0): fast time series model calibration and Python plots Feb 26, 2024
- A plethora of datasets at your fingertips Part3: how many times do couples cheat on each other? Feb 19, 2024
- nnetsauce's introduction as of 2024-02-11 (new version 0.17.0) Feb 11, 2024
- Tuning Machine Learning models with GPopt's new version Part 2 Feb 5, 2024
- Tuning Machine Learning models with GPopt's new version Jan 29, 2024
- Subsampling continuous and discrete response variables Jan 22, 2024
- DeepMTS, a Deep Learning Model for Multivariate Time Series Jan 15, 2024
- A classifier that's very accurate (and deep) Pt.2: there are > 90 classifiers in nnetsauce Jan 8, 2024
- learningmachine: prediction intervals for conformalized Kernel ridge regression and Random Forest Jan 1, 2024
- A plethora of datasets at your fingertips Part2: how many times do couples cheat on each other? Descriptive analytics, interpretability and prediction intervals using conformal prediction Dec 25, 2023
- Diffusion models in Python with esgtoolkit (Part2) Dec 18, 2023
- Diffusion models in Python with esgtoolkit Dec 11, 2023
- Julia packaging at the command line Dec 4, 2023
- Quasi-randomized nnetworks in Julia, Python and R Nov 27, 2023
- A plethora of datasets at your fingertips Nov 20, 2023
- A classifier that's very accurate (and deep) Nov 12, 2023
- mlsauce version 0.8.10: Statistical/Machine Learning with Python and R Nov 5, 2023
- AutoML in nnetsauce (randomized and quasi-randomized nnetworks) Pt.2: multivariate time series forecasting Oct 29, 2023
- AutoML in nnetsauce (randomized and quasi-randomized nnetworks) Oct 22, 2023
- Version v0.14.0 of nnetsauce for R and Python Oct 16, 2023
- A diffusion model: G2++ Oct 9, 2023
- Diffusion models in ESGtoolkit + announcements Oct 2, 2023
- An infinity of time series forecasting models in nnetsauce (Part 2 with uncertainty quantification) Sep 25, 2023
- (News from) forecasting in Python with ahead (progress bars and plots) Sep 18, 2023
- Forecasting in Python with ahead Sep 11, 2023
- Risk-neutralize simulations Sep 4, 2023
- Comparing cross-validation results using crossval_ml and boxplots Aug 27, 2023
- Reminder Apr 30, 2023
- Did you ask ChatGPT about who you are? Apr 16, 2023
- A new version of nnetsauce (randomized and quasi-randomized 'neural' networks) Apr 2, 2023
- Simple interfaces to the forecasting API Nov 23, 2022
- A web application for forecasting in Python, R, Ruby, C#, JavaScript, PHP, Go, Rust, Java, MATLAB, etc. Nov 2, 2022
- Prediction intervals (not only) for Boosted Configuration Networks in Python Oct 5, 2022
- Boosted Configuration (neural) Networks Pt. 2 Sep 3, 2022
- Boosted Configuration (_neural_) Networks for classification Jul 21, 2022
- A Machine Learning workflow using Techtonique Jun 6, 2022
- Super Mario Bros © in the browser using PyScript May 8, 2022
- News from ESGtoolkit, ycinterextra, and nnetsauce Apr 4, 2022
- Explaining a Keras _neural_ network predictions with the-teller Mar 11, 2022
- New version of nnetsauce -- various quasi-randomized networks Feb 12, 2022
- A dashboard illustrating bivariate time series forecasting with `ahead` Jan 14, 2022
- Hundreds of Statistical/Machine Learning models for univariate time series, using ahead, ranger, xgboost, and caret Dec 20, 2021
- Forecasting with `ahead` (Python version) Dec 13, 2021
- Tuning and interpreting LSBoost Nov 15, 2021
- Time series cross-validation using `crossvalidation` (Part 2) Nov 7, 2021
- Fast and scalable forecasting with ahead::ridge2f Oct 31, 2021
- Automatic Forecasting with `ahead::dynrmf` and Ridge regression Oct 22, 2021
- Forecasting with `ahead` Oct 15, 2021
- Classification using linear regression Sep 26, 2021
- `crossvalidation` and random search for calibrating support vector machines Aug 6, 2021
- parallel grid search cross-validation using `crossvalidation` Jul 31, 2021
- `crossvalidation` on R-universe, plus a classification example Jul 23, 2021
- Documentation and source code for GPopt, a package for Bayesian optimization Jul 2, 2021
- Hyperparameters tuning with GPopt Jun 11, 2021
- A forecasting tool (API) with examples in curl, R, Python May 28, 2021
- Bayesian Optimization with GPopt Part 2 (save and resume) Apr 30, 2021
- Bayesian Optimization with GPopt Apr 16, 2021
- Compatibility of nnetsauce and mlsauce with scikit-learn Mar 26, 2021
- Explaining xgboost predictions with the teller Mar 12, 2021
- An infinity of time series models in nnetsauce Mar 6, 2021
- New activation functions in mlsauce's LSBoost Feb 12, 2021
- 2020 recap, Gradient Boosting, Generalized Linear Models, AdaOpt with nnetsauce and mlsauce Dec 29, 2020
- A deeper learning architecture in nnetsauce Dec 18, 2020
- Classify penguins with nnetsauce's MultitaskClassifier Dec 11, 2020
- Bayesian forecasting for uni/multivariate time series Dec 4, 2020
- Generalized nonlinear models in nnetsauce Nov 28, 2020
- Boosting nonlinear penalized least squares Nov 21, 2020
- Statistical/Machine Learning explainability using Kernel Ridge Regression surrogates Nov 6, 2020
- NEWS Oct 30, 2020
- A glimpse into my PhD journey Oct 23, 2020
- Submitting R package to CRAN Oct 16, 2020
- Simulation of dependent variables in ESGtoolkit Oct 9, 2020
- Forecasting lung disease progression Oct 2, 2020
- New nnetsauce Sep 25, 2020
- Technical documentation Sep 18, 2020
- A new version of nnetsauce, and a new Techtonique website Sep 11, 2020
- Back next week, and a few announcements Sep 4, 2020
- Explainable 'AI' using Gradient Boosted randomized networks Pt2 (the Lasso) Jul 31, 2020
- LSBoost: Explainable 'AI' using Gradient Boosted randomized networks (with examples in R and Python) Jul 24, 2020
- nnetsauce version 0.5.0, randomized neural networks on GPU Jul 17, 2020
- Maximizing your tip as a waiter (Part 2) Jul 10, 2020
- New version of mlsauce, with Gradient Boosted randomized networks and stump decision trees Jul 3, 2020
- Announcements Jun 26, 2020
- Parallel AdaOpt classification Jun 19, 2020
- Comments section and other news Jun 12, 2020
- Maximizing your tip as a waiter Jun 5, 2020
- AdaOpt classification on MNIST handwritten digits (without preprocessing) May 29, 2020
- AdaOpt (a probabilistic classifier based on a mix of multivariable optimization and nearest neighbors) for R May 22, 2020
- AdaOpt May 15, 2020
- Custom errors for cross-validation using crossval::crossval_ml May 8, 2020
- Documentation+Pypi for the `teller`, a model-agnostic tool for Machine Learning explainability May 1, 2020
- Encoding your categorical variables based on the response variable and correlations Apr 24, 2020
- Linear model, xgboost and randomForest cross-validation using crossval::crossval_ml Apr 17, 2020
- Grid search cross-validation using crossval Apr 10, 2020
- Documentation for the querier, a query language for Data Frames Apr 3, 2020
- Time series cross-validation using crossval Mar 27, 2020
- On model specification, identification, degrees of freedom and regularization Mar 20, 2020
- Import data into the querier (now on Pypi), a query language for Data Frames Mar 13, 2020
- R notebooks for nnetsauce Mar 6, 2020
- Version 0.4.0 of nnetsauce, with fruits and breast cancer classification Feb 28, 2020
- Create a specific feed in your Jekyll blog Feb 21, 2020
- Git/Github for contributing to package development Feb 14, 2020
- Feedback forms for contributing Feb 7, 2020
- nnetsauce for R Jan 31, 2020
- A new version of nnetsauce (v0.3.1) Jan 24, 2020
- ESGtoolkit, a tool for Monte Carlo simulation (v0.2.0) Jan 17, 2020
- Search bar, new year 2020 Jan 10, 2020
- 2019 Recap, the nnetsauce, the teller and the querier Dec 20, 2019
- Understanding model interactions with the `teller` Dec 13, 2019
- Using the `teller` on a classifier Dec 6, 2019
- Benchmarking the querier's verbs Nov 29, 2019
- Composing the querier's verbs for data wrangling Nov 22, 2019
- Comparing and explaining model predictions with the teller Nov 15, 2019
- Tests for the significance of marginal effects in the teller Nov 8, 2019
- Introducing the teller Nov 1, 2019
- Introducing the querier Oct 25, 2019
- Prediction intervals for nnetsauce models Oct 18, 2019
- Using R in Python for statistical learning/data science Oct 11, 2019
- Model calibration with `crossval` Oct 4, 2019
- Bagging in the nnetsauce Sep 25, 2019
- Adaboost learning with nnetsauce Sep 18, 2019
- Change in blog's presentation Sep 4, 2019
- nnetsauce on Pypi Jun 5, 2019
- More nnetsauce (examples of use) May 9, 2019
- nnetsauce Mar 13, 2019
- crossval Mar 13, 2019
- test Mar 10, 2019

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