Online learning for quantile regression and support vector regression

DOI10.1016/J.JSPI.2012.06.010MaRDI QIDQ451190zbMATHOpenAlexFDO

Authors Ting Hu, Dao-Hong Xiang, Ding-Xuan Zhou

Publication date 21 September 2012

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2012.06.010

zbMATH Keywords

quantile regressionreproducing kernel Hilbert spaceerror analysisonline learningsupport vector regressioninsensitive pinball loss

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Classification and discrimination; cluster analysis (statistical aspects) (62H30) General nonlinear regression (62J02) Learning and adaptive systems in artificial intelligence (68T05)

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Cites work

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• Estimating conditional quantiles with the help of the pinball loss
• Fully online classification by regularization
• Learning Theory
• Learning with varying insensitive loss
• Multi-kernel regularized classifiers
• ONLINE LEARNING WITH MARKOV SAMPLING
• On Complexity Issues of Online Learning Algorithms
• On early stopping in gradient descent learning
• Online Learning with Kernels
• Online Regularized Classification Algorithms
• Online learning algorithms
• Online learning with samples drawn from non-identical distributions
• Online regression with varying Gaussians and non-identical distributions
• Quantile regression.
• Regression Quantiles
• Stochastic Estimation of the Maximum of a Regression Function
• Support Vector Machines
• Support vector machine soft margin classifiers: error analysis

Cited in

(13)

• Approximation analysis of learning algorithms for support vector regression and quantile regression
• Quantile regression with samples drawn from non-identical distributions
• scientific article; zbMATH DE number 5308323 (Why is no real title available?)
• Two-step online estimation and inference for expected shortfall regression with streaming data
• Quantile estimators with orthogonal pinball loss function
• ERM scheme for quantile regression
• Sparse online regression algorithm with insensitive loss functions
• Online renewable smooth quantile regression
• Learning rates of regression with \(q\)-norm loss and threshold
• Kernel-based online regression with canal loss
• scientific article; zbMATH DE number 7448496 (Why is no real title available?)
• scientific article; zbMATH DE number 5812304 (Why is no real title available?)
• scientific article; zbMATH DE number 6671548 (Why is no real title available?)

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