ERM scheme for quantile regression

DOI10.1155/2013/148490MaRDI QIDQ369725zbMATH OpenOpenAlexWikidataFDO

Authors Dao-Hong Xiang

Publication date 19 September 2013

Published in Abstract and Applied Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution 3.0 Unported

Full work available at URL https://doi.org/10.1155/2013/148490

zbMATH Keywords

ERM schemeerror analysisquantile regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Learning and adaptive systems in artificial intelligence (68T05)

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.

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• ERM learning with unbounded sampling
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Cites work

• Approximation analysis of learning algorithms for support vector regression and quantile regression
• Classification with non-i.i.d. sampling
• Conditional quantiles with varying Gaussians
• Convergence analysis of online algorithms
• ESTIMATING THE APPROXIMATION ERROR IN LEARNING THEORY
• Estimation of gradients and coordinate covariation in classification
• Learning gradients on manifolds
• Learning Theory
• Learning with varying insensitive loss
• On Complexity Issues of Online Learning Algorithms
• ONLINE LEARNING WITH MARKOV SAMPLING
• Online learning with samples drawn from non-identical distributions
• The covering number in learning theory
• Theory of Reproducing Kernels

Cited in

(1)

• Learning rates for the kernel regularized regression with a differentiable strongly convex loss

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