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My thoughts and ideas
My thoughts and ideas
If you’ve ever read any papers referring to quantile regression (QR), you undoubtedly have read “MSE yields means, MAE yields medians, and QR yields quantiles”. But what they hell does that even mean? Like not just hand-wavy bullshit, but really, what does that mean? After all, these are just loss functions and therefore don’t yield anything at all....
Gradient Boosting Seen as Gradient Descent
Let’s talk about the geometry of risk models
Munkres saves the day and explains the fundamental secrets behind the most invariant of groups!