Bouligand derivatives and robustness of support vector machines for regression
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Publication:3096136
zbMATH Open1225.68164MaRDI QIDQ3096136FDOQ3096136
Andreas Christmann, Arnout van Messem
Publication date: 8 November 2011
Full work available at URL: http://www.jmlr.org/papers/v9/christmann08a.html
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Cited In (17)
- Granularity selection for cross-validation of SVM
- Robust kernel-based distribution regression
- Learning rates for the kernel regularized regression with a differentiable strongly convex loss
- Consistency and robustness of kernel-based regression in convex risk minimization
- Quantile regression with \(\ell_1\)-regularization and Gaussian kernels
- Robust nonparametric regression: a review
- Quantitative robustness of localized support vector machines
- Consistency of support vector machines using additive kernels for additive models
- Asymptotic linear expansion of regularized M-estimators
- On qualitative robustness of support vector machines
- Asymptotic normality of support vector machine variants and other regularized kernel methods
- Error analysis of kernel regularized pairwise learning with a strongly convex loss
- Title not available (Why is that?)
- Robustness of learning algorithms using hinge loss with outlier indicators
- Robustness by reweighting for kernel estimators: an overview
- Robust Two-Step Wavelet-Based Inference for Time Series Models
- A review on consistency and robustness properties of support vector machines for heavy-tailed distributions
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