Hi, I am trying to build a model that’d ultimately be used to generate predictions for slack/buffer in a process. For example, in a heating system, the difference between predicted temperature and actual temperature. The problem is we would like the predicted distribution to follow process specif…

@drbenvincent Thanks a lot. It is almost what I am looking for. instead of specifying the upper bound to truncate the distribution completely, I need to somehow fix it such that only a% of probability mass is outside y>z. Do let me know if you have some ideas.

If you can work out that bound in advance, based on the data, then you could just set a threshold in that way. If it depends on parameters then presumably you’ll need to create a deterministic node which defines the threshold based on some calculation you make.

How do I specify a constraint over the distribution of target/response variable?

Questions

drbenvincent March 4, 2020, 12:41pm 2

Not sure if this is what you are after, but maybe this is useful? Example notebook for truncated regression

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How do I specify a constraint over the distribution of target/response variable?

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