Compute and interpret quantile loss vs RMSE
Company: Amazon
Role: Data Scientist
Category: Statistics & Math
Difficulty: medium
Interview Round: Technical Screen
Overview: This question evaluates competency in probabilistic forecasting evaluation, including understanding of quantile (pinball) loss versus point-error metrics like RMSE/MAE, calibration and empirical coverage of prediction intervals, and decision-making under asymmetric costs.
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