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Multivariate quantile #22

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M-Mouhcine opened this issue Aug 31, 2023 · 0 comments · May be fixed by #33
Open

Multivariate quantile #22

M-Mouhcine opened this issue Aug 31, 2023 · 0 comments · May be fixed by #33
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enhancement New feature or request

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@M-Mouhcine
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M-Mouhcine commented Aug 31, 2023

The method deel.puncc.api.utils.quantile is to be updated to compute the $\boldsymbol{x}$-th quantile of a matrix-shaped input $\boldsymbol{a}$ $\in \mathbb{R} ^{n \times m}$, $n$ being the number of examples and $m$ the number of attributes in the output space. The expected result is a vector $\boldsymbol{q}$ $\in \mathbb{R}^m$, where the $i$-th element is the $x_i$-th quantile of the $i$-th column of $a$.

  1. $\boldsymbol{x}$ can either be a vector $\in (0,1)^{m}$ or a scalar. In the latter case, it is duplicated $m$ times to be $\in (0,1)^{m}$.
  2. The weights $\boldsymbol{w}$ should either be $\in (0,1)^{n \times m}$ or $\in \mathbb{R} ^{n}$. In the latter case, it is duplicate $m$ times to be $\in (0,1)^{n \times m}$.
  3. Update NotImplementedError raised when $a$ is not unidimensional.
  4. The implementation should ensure backwards compatibility. All previous code must run with the previously provided function signature.
  5. Update documentation.
  6. Add tests.
@M-Mouhcine M-Mouhcine added the enhancement New feature or request label Aug 31, 2023
@jdalch jdalch self-assigned this Sep 26, 2023
@jdalch jdalch linked a pull request Oct 5, 2023 that will close this issue
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