Random gradient boosting for predicting conditional quantiles

DOI10.1080/00949655.2014.1002099MaRDI QIDQ5220936zbMATH OpenOpenAlexFDO

Authors Sen Yuan

Publication date 27 March 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2014.1002099

zbMATH Keywords

gradient boostingquantile regressionquantile regression forestsrandom forestsrandom gradient boosting

Mathematics Subject Classification ID

Statistics (62-XX)

Recommendations

• Stochastic gradient boosting.
• Quantile regression forests
• Robust boosting for regression problems
• Randomized Gradient Boosting Machine
• Accelerated gradient boosting

Cites work

• Additive logistic regression: a statistical view of boosting. (With discussion and a rejoinder by the authors)
• Bivariate Quantile Smoothing Splines
• Boosting algorithms: regularization, prediction and model fitting
• Boosting with early stopping: convergence and consistency
• Boosting With theL₂Loss
• Greedy function approximation: A gradient boosting machine.
• Nonparametric estimates of regression quantiles and their local Bahadur representation
• Prediction Games and Arcing Algorithms
• Quantile regression forests

Cited in

(4)

• Accelerated gradient boosting
• Method for improving gradient boosting learning efficiency based on modified loss functions
• Randomized Gradient Boosting Machine
• Gradient boosting for extreme quantile regression

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