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RandomForestRegressor quantile Criterion #18540

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@newTypeGeek

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@newTypeGeek

For sklearn version 0.23.2, the parameter criterion of RandomForestRegressor only supports mse and mae. Is there any plan to extend these two options for a general quantile (e.g. 95% quantile, 25% quantile ... etc), such that a prediction interval can be made for random forest regression ?

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