Quantile Regression Learning with Coefficient Dependent Lq-Regularizer

Sun Pengju,Li Meng,Sun Hongwei

MATEC Web of Conferences（2018）

University of Jinan

被引用23|浏览2

摘要

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.

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关键词

Regularization Methods,Recursive Algorithms,Dictionary Learning