Drawing a evaluate function for Quantile Regression.

01_quantile_reg_evaluate_func.py

%matplotlib inline
import matplotlib.pyplot as plt
import sys
import numpy as np
from matplotlib import animation as ani

plt.style.use('ggplot')

x = np.linspace(-2, 2, 500)
x2 = (1/2.)*x**2

def animate(nframe):
    global num_frame
    plt.clf()
    
    tau = nframe/25.
    
    y =[tau*xx if xx >=0 else (tau-1)*xx for xx in x]
    sys.stdout.write( "({},{})".format(tau, 1-tau))
    plt.title("error func of quantile regression. tau={0:.2f}".format(tau))
    plt.plot(x,y)    
    plt.plot(x,x2)
    plt.xlim(-2,2)
    plt.ylim(0,2)

num_frame = 26
fig = plt.figure(figsize=(9,9))
anim = ani.FuncAnimation(fig, animate, frames=num_frame, blit=True)
anim.save('err_func_quantile_reg.gif', writer='imagemagick', fps=3, dpi=64)