ERM scheme for quantile regression (Q369725): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| 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. | |||
| 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. / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 68T05 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62G08 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| 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 | |||
Revision as of 12:31, 28 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ERM scheme for quantile regression |
scientific article |
Statements
ERM scheme for quantile regression (English)
0 references
19 September 2013
0 references
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.
0 references
quantile regression
0 references
ERM scheme
0 references
error analysis
0 references
