ERM scheme for quantile regression (Q369725): Difference between revisions

Summary: This paper considers the ERM scheme for quantile regression. We conduct error analysis for this learning algorithm by means of a variance-expectation bound when a noise condition is satisfied for the underlying probability measure. The learning rates are derived by applying concentration techniques involving the \(\ell^2\)-empirical covering numbers.

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zbMATH Keywords

quantile regression

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ERM scheme

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error analysis

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MaRDI profile type

Publication

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full work available at URL

https://doi.org/10.1155/2013/148490

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cites work

Conditional quantiles with varying Gaussians

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Learning with varying insensitive loss

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Approximation analysis of learning algorithms for support vector regression and quantile regression

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Theory of Reproducing Kernels

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Learning Theory

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The covering number in learning theory

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Learning gradients on manifolds

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ESTIMATING THE APPROXIMATION ERROR IN LEARNING THEORY

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Q3174048

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On Complexity Issues of Online Learning Algorithms

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Convergence analysis of online algorithms

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Q2880997

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ONLINE LEARNING WITH MARKOV SAMPLING

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Classification with non-i.i.d. sampling

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Identifiers

zbMATH Open document ID

1272.68346

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DOI

10.1155/2013/148490

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:369725

@@ Property / review text @@
+Summary: This paper considers the ERM scheme for quantile regression. We conduct error analysis for this learning algorithm by means of a variance-expectation bound when a noise condition is satisfied for the underlying probability measure. The learning rates are derived by applying concentration techniques involving the \(\ell^2\)-empirical covering numbers.
+Normal rank
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+T05
@@ Property / Mathematics Subject Classification ID: 68T05 / rank @@
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+G08
@@ Property / Mathematics Subject Classification ID: 62G08 / rank @@
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@@ Property / zbMATH DE Number @@
+6209180
@@ Property / zbMATH DE Number: 6209180 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+quantile regression
@@ Property / zbMATH Keywords: quantile regression / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+ERM scheme
@@ Property / zbMATH Keywords: ERM scheme / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+error analysis
@@ Property / zbMATH Keywords: error analysis / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q58915365
@@ Property / Wikidata QID: Q58915365 / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+Publication
@@ Property / MaRDI profile type: Publication / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1155/2013/148490
+Normal rank
@@ Property / OpenAlex ID @@
+W1977311439
@@ Property / OpenAlex ID: W1977311439 / rank @@
+Normal rank
@@ Property / cites work @@
+Conditional quantiles with varying Gaussians
@@ Property / cites work: Conditional quantiles with varying Gaussians / rank @@
+Normal rank
@@ Property / cites work @@
+Learning with varying insensitive loss
@@ Property / cites work: Learning with varying insensitive loss / rank @@
+Normal rank
@@ Property / cites work @@
+Approximation analysis of learning algorithms for support vector regression and quantile regression
+Normal rank
@@ Property / cites work @@
+Theory of Reproducing Kernels
@@ Property / cites work: Theory of Reproducing Kernels / rank @@
+Normal rank
@@ Property / cites work @@
+Learning Theory
@@ Property / cites work: Learning Theory / rank @@
+Normal rank
@@ Property / cites work @@
+The covering number in learning theory
@@ Property / cites work: The covering number in learning theory / rank @@
+Normal rank
@@ Property / cites work @@
+Learning gradients on manifolds
@@ Property / cites work: Learning gradients on manifolds / rank @@
+Normal rank
@@ Property / cites work @@
+ESTIMATING THE APPROXIMATION ERROR IN LEARNING THEORY
+Normal rank
@@ Property / cites work @@
+Q3174048
@@ Property / cites work: Q3174048 / rank @@
+Normal rank
@@ Property / cites work @@
+On Complexity Issues of Online Learning Algorithms
+Normal rank
@@ Property / cites work @@
+Convergence analysis of online algorithms
@@ Property / cites work: Convergence analysis of online algorithms / rank @@
+Normal rank
@@ Property / cites work @@
+Q2880997
@@ Property / cites work: Q2880997 / rank @@
+Normal rank
@@ Property / cites work @@
+ONLINE LEARNING WITH MARKOV SAMPLING
@@ Property / cites work: ONLINE LEARNING WITH MARKOV SAMPLING / rank @@
+Normal rank
@@ Property / cites work @@
+Classification with non-i.i.d. sampling
@@ Property / cites work: Classification with non-i.i.d. sampling / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:369725