ERM Scheme for Quantile Regression
This paper considers the ERM scheme for quantile regression. We conduct error analysis for this learning algorithm by means of a variance-expectation bound when a noise condition is satisfied for the underlying probability measure. The learning rates are derived by applying concentration techniques...
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| Format: | Article |
| Language: | English |
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Hindawi Limited
2013-01-01
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| Series: | Abstract and Applied Analysis |
| Online Access: | http://dx.doi.org/10.1155/2013/148490 |