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sklearn compat
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basaks committed Aug 15, 2023
1 parent 535e4cb commit 3ec8bd6
Showing 1 changed file with 2 additions and 1 deletion.
3 changes: 2 additions & 1 deletion uncoverml/optimise/models.py
Original file line number Diff line number Diff line change
Expand Up @@ -623,7 +623,7 @@ def __init__(self, target_transform='identity',
self.target_transform = target_transform
# loss = 'quantile' # use quantile loss for median
# alpha = 0.5 # median
self.median_quantile_params ={'objective': 'quantile', "metric": "quantile", 'alpha': 0.5}
self.median_quantile_params ={'objective': 'quantile', "metric": "quantile", 'alpha': alpha}
self.upper_quantile_params = {'objective': 'quantile', "metric": "quantile", 'alpha': upper_alpha}
self.lower_quantile_params = {'objective': 'quantile', "metric": "quantile", 'alpha': lower_alpha}

Expand All @@ -639,6 +639,7 @@ def __init__(self, target_transform='identity',
**kwargs,
**self.lower_quantile_params
)
self.alpha = alpha
self.upper_alpha = upper_alpha
self.lower_alpha = lower_alpha

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