Quantile_regression

#1

Hi,

I want to use the quantile_regression implementation of xgboost, in the below documentation I see an example of implementation with the XGBoost API interface (train() instead of fit() etc.)
Is there a way to use the quantile_regression implementation of xgboost with the Scikit-Learn framework? or it is not supported yet?

https://xgboost.readthedocs.io/en/latest/python/examples/quantile_regression.html

Thanks,
Yishay

#2

You can set the objective parameter for sklearn interface.