Learning rates for kernel-based expectile regression

DOI10.1007/s10994-018-5762-9zbMath1480.62067arXiv1702.07552OpenAlexW2592603639WikidataQ129210583 ScholiaQ129210583MaRDI QIDQ669274

Ingo Steinwart, Muhammad Farooq

Publication date: 15 March 2019

Published in: Machine Learning (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1702.07552

zbMATH Keywords

support vector machinesvariance boundlearning ratesentropy number boundself-calibration inequality

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Learning and adaptive systems in artificial intelligence (68T05) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (9)

Learning rates for the kernel regularized regression with a differentiable strongly convex loss ⋮ A closer look at covering number bounds for Gaussian kernels ⋮ Analysis of regularized least-squares in reproducing kernel Kreĭn spaces ⋮ Adaptive learning rates for support vector machines working on data with low intrinsic dimension ⋮ The functional \(k\mathrm{NN}\) estimator of the conditional expectile: uniform consistency in number of neighbors ⋮ Unnamed Item ⋮ Optimal learning with Gaussians and correntropy loss ⋮ Local linear estimate of the functional expectile regression ⋮ Nonparametric estimation of expectile regression in functional dependent data

Uses Software

• GURLS
• erboost

Cites Work

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