Estimation of conditional quantiles by a new smoothing approximation of asymmetric loss functions.
G. H. ZhaoKok Lay TeoK. S. ChanPublished in: Stat. Comput. (2005)
Keyphrases
- loss function
- pairwise
- learning to rank
- logistic regression
- squared error
- support vector
- risk minimization
- parameter estimation
- loss minimization
- convex loss functions
- reproducing kernel hilbert space
- binary classification
- approximation algorithms
- bregman divergences
- boosting algorithms
- pairwise constraints
- data distribution
- sliding window
- hinge loss
- supervised learning
- learning to rank algorithms
- special case