Robust support vector quantile regression with truncated pinball loss (RSVQR)
From MaRDI portal
Publication:6080392
DOI10.1007/s40314-023-02402-xMaRDI QIDQ6080392
Barenya Bikash Hazarika, Deepak Gupta, Parashjyoti Borah
Publication date: 2 October 2023
Published in: Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40314-023-02402-x
quantile regression; loss function; concave-convex procedure; support vector regression; truncated pinball loss
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Lagrangian support vector regression via unconstrained convex minimization
- Estimating conditional quantiles with the help of the pinball loss
- Support-vector networks
- General twin support vector machine with pinball loss function
- Variations and extension of the convex-concave procedure
- A Proof of Convergence of the Concave-Convex Procedure Using Zangwill's Theory
- Robust Truncated Hinge Loss Support Vector Machines
- Regression Quantiles
- On ψ-Learning
- Twin support vector regression with Huber loss
- Asymptotic Behaviors of Support Vector Machines with Gaussian Kernel
- Learning Theory