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Added Expectile Regression Naive implementation #10

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RylanSchaeffer
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Continuing from #9, I made the minor changes Mark and Will recommended, but did not pursue writing expectile_naive_regression_loss() to work with expectile regression since properly implemented expectile regression is more complicated (and I think will require its own PR).

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@google-cla google-cla bot added the cla: no label Oct 23, 2020
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RylanSchaeffer commented Oct 23, 2020

I think I should probably add a test case for expectile regression-naive, maybe a modified version of QuantileRegressionLossTest(parameterized.TestCase) (https://github.com/deepmind/rlax/blob/master/rlax/_src/value_learning_test.py#L720). Would that be the right place to start?

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@google-cla google-cla bot added cla: yes copybara label for automatic import and removed cla: no labels Oct 23, 2020
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mtthss commented Oct 23, 2020

I think I should probably add a test case for expectile regression-naive, maybe a modified version of QuantileRegressionLossTest(parameterized.TestCase) (https://github.com/deepmind/rlax/blob/master/rlax/_src/value_learning_test.py#L720). Would that be the right place to start?

Yes please

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@mtthss , just to update you, I'm hoping to finish this next week. I'm slammed with psets and then the NeurIPS poster deadline, but I'm optimistic I'll have time over the weekend or next week.

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mtthss commented Nov 3, 2020

Perfect, thx for the update!

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mtthss commented Feb 9, 2021

Hello @RylanSchaeffer any chance we could finalize this?

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