| 无界意义下的在线变化分位数回归算法 |
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| 引用本文： | 汪宝彬,殷红.无界意义下的在线变化分位数回归算法[J].数学杂志,2014,34(2):281-286. |
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| 作者姓名： | 汪宝彬 殷红 |
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| 作者单位： | 中南民族大学数学与统计学学院, 湖北 武汉 430074,中国人民大学信息学院, 北京 100872 |
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| 基金项目： | Supported by by the Special Fund of Basic Scientific Research of Central Colleges (CZQ13015) and the Teaching Research Fund of South-Central University for Nationalities (JYX13023) |
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| 摘 要： | 本文研究了基于核方法下的在线变化损失函数的回归算法. 利用迭代和比较原则, 得到了算法的收敛速度, 并将该结果推广到了更一般的输出空间.
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| 关 键 词： | 分位数回归 Pinball损失函数 再生核希尔伯特空间 在线算法 |
| 收稿时间： | 2013/9/22 0:00:00 |
| 修稿时间： | 2013/11/7 0:00:00 |
VARYING QUANTILE REGRESSION WITH ONLINE SCHEME AND UNBOUNDED SAMPLING |
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| WANG Bao-bin and YIN Hong.VARYING QUANTILE REGRESSION WITH ONLINE SCHEME AND UNBOUNDED SAMPLING[J].Journal of Mathematics,2014,34(2):281-286. |
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| Authors: | WANG Bao-bin and YIN Hong |
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| Affiliation: | School of Mathematics and Statistics, Central South University for Nationalities, Wuhan 430074, China and School of Information, Renmin University of China, Beijing 100872, China |
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| Abstract: | We consider a kernel-based online quantile regression algorithm associated with a sequence of insensitive pinball loss functions. By iteration method and comparison theorem, we obtain the error bound based on the more general output space. |
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| Keywords: | quantile regression Pinball loss reproducing kernel Hilbert space online algo-rithm |
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