paper-with-me

Papers

Learning Rates for Kernel-Based Expectile Regression

2017-02-24 · Muhammad Farooq, Ingo Steinwart

Conditional expectiles are becoming an increasingly important tool in finance as well as in other areas of applications. We analyse a support vector machine type approach for estimating conditional expectiles and establish learning rates that are minimax optimal modulo a logarithmic factor if Gaussian RBF kernels are used and the desired expectile is smooth in a Besov sense. As a special case, our learning rates improve the best known rates for kernel-based least squares regression in this scenario. Key ingredients of our statistical analysis are a general calibration inequality for the asymmetric least squares loss, a corresponding variance bound as well as an improved entropy number bound for Gaussian RBF kernels.

📄 PDF Abstract BibTeX arXiv:1702.07552

Code (0)

등록된 구현이 없습니다.

Tasks

regression

Similar Papers 제목 키워드 기반

An SVM-like Approach for Expectile Regression

2015-07-14 · Muhammad Farooq, Ingo Steinwart

Expectile regression is a nice tool for investigating conditional distributions beyond the conditional mean. It is well-known that expectiles can be described with the help of the asymmetric least square loss function, a…

regression

Expectile Neural Networks for Genetic Data Analysis of Complex Diseases

2020-10-26 · Jinghang Lin, Xiaoran Tong, Chenxi Li, Qing Lu

The genetic etiologies of common diseases are highly complex and heterogeneous. Classic statistical methods, such as linear regression, have successfully identified numerous genetic variants associated with complex disea…

regression

Disappointment concordance and duet expectiles

2024-04-27 · Fabio Bellini, Tiantian Mao, Ruodu Wang, Qinyu Wu

We introduce an axiom of disappointment-concordance (disco) aversion for a preference relation over acts in an Anscombe-Aumann setting. This axiom means that the decision maker, facing the sum of two acts, dislikes the s…

Tail Risk and Systemic Risk Estimation of Cryptocurrencies: an Expectiles and Marginal Expected Shortfall based approach

2023-11-28 · Andrea Teruzzi

The issue related to the quantification of the tail risk of cryptocurrencies is considered in this paper. The statistical methods used in the study are those concerning recent developments in Extreme Value Theory (EVT) f…

Model-based Offline Reinforcement Learning with Lower Expectile Q-Learning

2024-06-30 · Kwanyoung Park, Youngwoon Lee

Model-based offline reinforcement learning (RL) is a compelling approach that addresses the challenge of learning from limited, static data by generating imaginary trajectories using learned models. However, these approa…

D4RLOffline RLQ-Learningregression+3