ERM scheme for quantile regression (Q369725): Difference between revisions
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Revision as of 00:05, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ERM scheme for quantile regression |
scientific article |
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ERM scheme for quantile regression (English)
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19 September 2013
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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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quantile regression
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ERM scheme
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error analysis
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