Minimax Linear Regression under the Quantile Risk.
Ayoub El HanchiChris J. MaddisonMurat A. ErdogduPublished in: COLT (2024)
Keyphrases
- linear regression
- least squares
- regression problems
- regression methods
- linear regression model
- nonlinear regression
- ridge regression
- locally weighted
- risk management
- linear models
- regression trees
- risk assessment
- generalized linear models
- regression method
- kernel regression
- evaluation function
- linear predictors
- computer vision
- text categorization
- worst case