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Extend quantile regression to multiple quantiles #187

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@klane klane commented Dec 18, 2021

The original implementation in #168 required a separate model for each desired quantile. This PR enables users to pass a list of quantiles to the loss function, provided the model has the same number of outputs. It also extends the loss function to multiple response variables.

@torchts-bot torchts-bot bot added examples Improvements or additions to examples source Updates to source code test Updates to unit tests labels Dec 18, 2021
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codecov bot commented Dec 18, 2021

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 23.28%. Comparing base (b6c4ed4) to head (e44dc2e).
Report is 35 commits behind head on main.

❗ Current head e44dc2e differs from pull request most recent head fb461f7. Consider uploading reports for the commit fb461f7 to get more accurate results

Additional details and impacted files
@@            Coverage Diff             @@
##             main     #187      +/-   ##
==========================================
+ Coverage   22.13%   23.28%   +1.14%     
==========================================
  Files           7        7              
  Lines         402      408       +6     
==========================================
+ Hits           89       95       +6     
  Misses        313      313              

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@klane klane added this to the 0.2.0 milestone Dec 30, 2021
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