I'm trying to predict the probability distribution of $Y$ given $X_0, X_1, ...$ with a nonlinear regression. The probability distribution of $Y$ is likely not normal.
So far, I've set up and trained a regression model (support vector regression - SVR) which outputs the average value of $Y$, but I'm interested in seeing the entire distribution. What can I do?
(Please forgive me if this question doesn't make sense –– I'm very new to all this and still trying to figure things out. Any pointers would be appreciated!)