Description
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QuantileRegressor is missing from cuML
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from cuml.linear_model import QuantileRegressor
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N/A
Additional context
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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.