Bi-level path following for cross validated solution of kernel quantile regression

MaRDI QIDQ2880981zbMATH OpenFDO

Authors Saharon Rosset

Publication date 17 April 2012

Published in Journal of Machine Learning Research (JMLR) (Search for Journal in Brave)

Full work available at URL http://www.jmlr.org/papers/v10/rosset09a.html

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) General nonlinear regression (62J02) Learning and adaptive systems in artificial intelligence (68T05)

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(10)

• Multi-parametric solution-path algorithm for instance-weighted support vector machines
• Concentration inequalities for cross-validation in scattered data approximation
• An efficient model-free estimation of multiclass conditional probability
• Online learning for quantile regression and support vector regression
• Bilevel Optimization of Regularization Hyperparameters in Machine Learning
• scientific article; zbMATH DE number 7626760 (Why is no real title available?)
• Model building using bi-level optimization
• Estimating conditional quantiles with the help of the pinball loss
• Learning and leveraging anisotropy parameters in ANOVA approximation
• The structured elastic net for quantile regression and support vector classification

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