Pinball boosting of regression quantiles.
Ida BauerHarry HauptStefan LinnerPublished in: Comput. Stat. Data Anal. (2024)
Keyphrases
- gradient boosting
- response variable
- regression model
- kernel ridge regression
- relevance vector machine
- model selection
- sliding window
- classification and regression trees
- ensemble methods
- linear regression
- regression algorithm
- binary classification
- feature selection
- cost sensitive
- data distribution
- ridge regression
- learning algorithm
- regression methods
- base learners
- regression problems
- loss function
- neural network
- multiple regression
- weak classifiers
- combining multiple
- tree induction
- decision trees
- order statistics
- nonlinear regression
- gaussian processes
- random forests
- locally weighted