Ensemble quantile classifier
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Publication:2291292
DOI10.1016/J.CSDA.2019.106849zbMATH Open1504.62081arXiv1910.12960OpenAlexW2978423104WikidataQ127171533 ScholiaQ127171533MaRDI QIDQ2291292FDOQ2291292
Authors: Yanyan Li 
Publication date: 30 January 2020
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Abstract: Both the median-based classifier and the quantile-based classifier are useful for discriminating high-dimensional data with heavy-tailed or skewed inputs. But these methods are restricted as they assign equal weight to each variable in an unregularized way. The ensemble quantile classifier is a more flexible regularized classifier that provides better performance with high-dimensional data, asymmetric data or when there are many irrelevant extraneous inputs. The improved performance is demonstrated by a simulation study as well as an application to text categorization. It is proven that the estimated parameters of the ensemble quantile classifier consistently estimate the minimal population loss under suitable general model assumptions. It is also shown that the ensemble quantile classifier is Bayes optimal under suitable assumptions with asymmetric Laplace distribution inputs.
Full work available at URL: https://arxiv.org/abs/1910.12960
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sparsitybinary classificationtext miningpattern recognition and machine learningextraneous noise variableshigh-dimensional discriminant analysis
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Cited In (6)
- Directional Quantile Classifiers
- Classification of multivariate objects using interval quantile classes
- Median-based classifiers for high-dimensional data
- Quantile-distribution functions and their use for classification, with application to naïve Bayes classifiers
- A nonparametric ensemble binary classifier and its statistical properties
- Quantile-based classifiers
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