The Data Science Lab Dr. James McCaffrey from Microsoft Research presents a complete end-to-end demonstration of neural network quantile regression. The goal of a quantile regression problem is to predict a single numeric value with an assurance such as, "The predicted y value is 0.6789 and there's roughly a 90% chance the prediction will be greater than or equal to the true y value." The goal of a machine learning regression problem is to predict a single numeric value.
