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GPyTorch-QR

  • GPQR Tutoral
  • Examples
  • Module reference
  • GPQR Tutoral
  • Examples
  • Module reference

Section Navigation

  • Basic Usage
    • Direct GPQR (independent quantiles)
    • Center-gap GPQR (independent gaps)
    • Direct GPQR (correlated quantiles)
    • Center-gap GPQR (correlated gaps)
  • Placing the Prior Mean
    • Center-gap GPQR (correlated gaps)
    • Direct GPQR (independent quantiles)
    • Center-gap GPQR (independent gaps)
    • Direct GPQR (correlated quantiles)
  • Multivariable GPQR
    • Center-gap GPQR
    • Scaling with Prior Mean
    • Length Scale Constraint
  • Multivariate GPQR
  • Cross validation
    • Cross validation
  • Examples
  • Multivariable GPQR

Multivariable GPQR#

\(y = f(X)\) where the dimension of \(X\) is greater than 1.

Basic examples

  • Center-gap GPQR

Advanced examples

  • Scaling with Prior Mean
  • Length Scale Constraint

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Direct GPQR (correlated quantiles)

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Center-gap GPQR
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