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FR: quantile regression #3456

@robmarkcole

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@robmarkcole

Summary

To regress quantiles, not just a single value.

Ref https://arxiv.org/abs/2202.05265

Rationale

Quantiles provides bounds

Implementation

Lift and shift from https://github.com/lightning-uq-box/lightning-uq-box

CC @nilsleh

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