Quantile Loss

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In this video we will discuss the quantile loss - how it is defined, both mathematically and graphically. We will try to get some intuition as to why this loss makes sense and prove that using it indeed gives rise to the desired quantiles.
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Such a great video. I really enjoy the way you combine both graphical intuition and rigorous proofs. Thank you!

mishadol
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This is the best explanation about qunatile loss function. Thank you!

minsookim-qlhe
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Great explanation, finally wrapped my head around the topic. Thanks!

jironymojirolamus