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[FEA] Add QuantileRegressor to cuML #6325

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esnvidia opened this issue Feb 17, 2025 · 0 comments
Open

[FEA] Add QuantileRegressor to cuML #6325

esnvidia opened this issue Feb 17, 2025 · 0 comments
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? - Needs Triage Need team to review and classify feature request New feature or request

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@esnvidia
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esnvidia commented Feb 17, 2025

Is your feature request related to a problem? Please describe.
A clear and concise description of what the problem is. Ex. I wish I could use cuML to do [...]

QuantileRegressor is missing from cuML

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from cuml.linear_model import QuantileRegressor

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N/A

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QuantileRegression is important for obtaining probabilistic outputs.

Also, GPUs are beefy enough to fit multiple quantiles at once, so that would be a nice addition as well. something like

QuantileRegressor(quantile=[0.05, 0.5, 0.95]) would effectively fit all 3 models in parallel.

@esnvidia esnvidia added ? - Needs Triage Need team to review and classify feature request New feature or request labels Feb 17, 2025
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