Online learning for quantile regression and support vector regression

DOI10.1016/J.JSPI.2012.06.010zbMATH Open1348.62187OpenAlexW1973285632MaRDI QIDQ451190FDOQ451190

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

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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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Cited In (12)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Kernel-based online regression with canal loss
• Approximation analysis of learning algorithms for support vector regression and quantile regression
• Title not available (Why is that?)
• Learning rates of regression with \(q\)-norm loss and threshold
• Two-step online estimation and inference for expected shortfall regression with streaming data
• Title not available (Why is that?)
• Quantile estimators with orthogonal pinball loss function
• Quantile regression with samples drawn from non-identical distributions
• ERM scheme for quantile regression
• Sparse online regression algorithm with insensitive loss functions

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