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...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2013-01-01
|
| Series: | Abstract and Applied Analysis |
| Online Access: | http://dx.doi.org/10.1155/2013/148490 |
| Summary: | 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 involving the ℓ2-empirical covering numbers. |
|---|---|
| ISSN: | 1085-3375 1687-0409 |