Pytorch C++ extension of Quantile Estimation

Build

python setup.py install

import torch
from qe_cpp import *

mask = qe(acc, q_init, q_step, q) # acc gradient, initial guess, quantile step size, target quantile

need gcc 5.0+

Name		Name	Last commit message	Last commit date
Latest commit History 2 Commits
.gitignore		.gitignore
README.md		README.md
__init__.py		__init__.py
qe.cpp		qe.cpp
setup.py		setup.py
test_qe.ipynb		test_qe.ipynb