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[JCGS 2021] Official Implement of the paper "Learning Multiple Quantiles With Neural Networks"

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l1-penalizing method

The l1-penalizing method introduced in "Learning Multiple Quantiles With Neural Networks" provides non-crossing quantiles estimates of response variable for given explanatory data.

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@article{moon2021learning,
  title={Learning multiple quantiles with neural networks},
  author={Moon, Sang Jun and Jeon, Jong-June and Lee, Jason Sang Hun and Kim, Yongdai},
  journal={Journal of Computational and Graphical Statistics},
  volume={30},
  number={4},
  pages={1238--1248},
  year={2021},
  publisher={Taylor \& Francis}
}

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[JCGS 2021] Official Implement of the paper "Learning Multiple Quantiles With Neural Networks"

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