摘要
本文研究了基于核方法下的在线变化损失函数的回归算法.利用迭代和比较原则,得到了算法的收敛速度,并将该结果推广到了更一般的输出空间.
We consider a kernel-based online quantile regression algorithm associated with a sequence of insensitive pinball loss functions. By iteration method and comparison theorem, we obtain the error bound based on the more general output space.
出处
《数学杂志》
CSCD
北大核心
2014年第2期281-286,共6页
Journal of Mathematics
基金
Supported by by the Special Fund of Basic Scientific Research of Central Colleges(CZQ13015)
the Teaching Research Fund of South-Central University for Nationalities(JYX13023)
