Ensemble quantile classifier

DOI10.1016/J.CSDA.2019.106849MaRDI QIDQ2291292zbMATH OpenOpenAlexWikidataFDO

Authors Yanyan Li

Publication date 30 January 2020

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1910.12960

zbMATH Keywords

sparsitybinary classificationtext miningpattern recognition and machine learningextraneous noise variableshigh-dimensional discriminant analysis

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30)

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.

Recommendations

• Quantile-based classifiers
• Median-based classifiers for high-dimensional data
• Quantile-distribution functions and their use for classification, with application to naïve Bayes classifiers
• Random-projection ensemble classification. (With discussion).
• Quantile regression with group Lasso for classification

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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

Describes a project that uses

Uses Software

• GitHub
• eqc
• quantileDA
• clusterGeneration
• AppliedPredictiveModeling
• AdaBoost.MH
• glmnet
• e1071
• tm
• rda
• MASS (R)
• R

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