I just learned about Pinball Loss: How I made peace with quantile regression
Essentially, it’s a loss function that penalizes over vs under predictions. It can be used to help perform quantile regression and bias the predictions over or under the mean (which is what quantile regression does).
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Bryan lives somewhere at the intersection of faith, fatherhood, and futurism and writes about tech, books, Christianity, gratitude, and whatever’s on his mind. If you liked reading, perhaps you’ll also like subscribing: