Learning rates of regression with q-norm loss and threshold

DOI10.1142/S0219530516400030zbMATH Open1394.62044arXiv1701.01956OpenAlexW2515063787MaRDI QIDQ2835987FDOQ2835987

Authors: Ting Hu, Yuan Yao 

Publication date: 30 November 2016

Published in: Analysis and Applications (Singapore) (Search for Journal in Brave)

Abstract: This paper studies some robust regression problems associated with the $q$-norm loss ($qge1$) and the $epsilon$-insensitive $q$-norm loss in the reproducing kernel Hilbert space. We establish a variance-expectation bound under a priori noise condition on the conditional distribution, which is the key technique to measure the error bound. Explicit learning rates will be given under the approximation ability assumptions on the reproducing kernel Hilbert space.

Full work available at URL: https://arxiv.org/abs/1701.01956

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zbMATH Keywords

quantile regressionreproducing kernel Hilbert spacesparsityinsensitive \(q\)-norm loss

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Learning and adaptive systems in artificial intelligence (68T05)

Cites Work

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Cited In (3)

• Approximation analysis of learning algorithms for support vector regression and quantile regression
• Title not available (Why is that?)
• The learning rate of \(l_2\)-coefficient regularized classification with strong loss

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