You can find this component under Machine Learning Algorithms, in the Regression category. How to configure Fast Forest Quantile RegressionĪdd the Fast Forest Quantile Regression component to your pipeline in the designer. Tree-based quantile regression models, such as the one used in this component, have the additional advantage that they can be used to predict non-parametric distributions. Quantile regression helps you understand the distribution of the predicted value. Techniques such as Bayesian regression and quantile regression have been developed for this purpose. Whereas linear regression models attempt to predict the value of a numeric variable using a single estimate, the mean, sometimes you need to predict the range or entire distribution of the target variable. Statistically speaking, quantiles are values taken at regular intervals from the inverse of the cumulative distribution function (CDF) of a random variable. The simplest definition of quantile is a value that divides a set of data into equal-sized groups thus, the quantile values mark the boundaries between groups. However, statisticians have been developing increasingly advanced methods for regression. Simply put, regression means fitting a model to a target expressed as a numeric vector. There are many different types of regression. Because it is a regression algorithm, the label column must contain only numerical values. This regression algorithm is a supervised learning method, which means it requires a tagged dataset that includes a label column. This method has many applications, including:Įstimating student performance or applying growth charts to assess child developmentĭiscovering predictive relationships in cases where there is only a weak relationship between variables Fast forest quantile regression is useful if you want to understand more about the distribution of the predicted value, rather than get a single mean prediction value. Use this component to create a fast forest quantile regression model in a pipeline. This article describes a module in Azure Machine Learning designer.

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