Estimation of conditional quantiles by a new smoothing approximation of asymmetric loss functions.

G. H. Zhao Kok Lay Teo K. S. Chan

Published 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