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Diagnostics like quantile loss in function like rf_impute #44

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MaxGhenis opened this issue Jul 18, 2021 · 0 comments
Open

Diagnostics like quantile loss in function like rf_impute #44

MaxGhenis opened this issue Jul 18, 2021 · 0 comments

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@MaxGhenis
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Could be an argument to rf_impute that uses the same specification to also run on a holdout set and estimate quantile loss across a range of quantiles. This would help the user tune their model, e.g. see how adding features or trees affects performance. Could also apply cross-validation.
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@MaxGhenis