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1. Quantile Regression Learning with Coefficient Dependent lq-Regularizer

Author

Sun Pengju, Li Meng, and Sun Hongwei

Subjects
Engineering (General). Civil engineering (General), TA1-2040
Abstract

In this paper, We focus on conditional quantile regression learning algorithms based on the pinball loss and lq-regularizer with 1≤q≤2. Our main goal is to study the consistency of this kind of regularized quantile regression learning. With concentration inequality and operator decomposition techniques, we obtained satisfied error bounds and convergence rates.

Published
2018
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