Research map / Learning theory and algorithms / Kernels and regression theory
Joint quantile regression in vector-valued RKHSs
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| joint estimation (JQR) instead of independent quantile regressors | kernel quantile regression · 20 UCI/R datasets | pinball loss: better on 12 vs 8 datasets (5 vs 1 significant) | Helped |
| joint estimation (JQR) instead of MTFL | kernel quantile regression · 20 UCI/R datasets | pinball loss: 15 vs 5 datasets (11 vs 1 significant) | Helped |
| joint estimation (JQR) instead of independent / hard non-crossing | kernel quantile regression · 20 UCI/R datasets | crossing loss: 18 vs 1 favorable datasets (9 vs 0 significant) | Helped |
| joint estimation (JQR) instead of MTFL | kernel quantile regression · 20 UCI/R datasets | crossing loss: 16 vs 3 (12 vs 1 significant) | Helped |
| JQR instead of IND. | kernel quantile regression · mcycle | pinball loss x100: 89.2 -> 84.3 | Helped |
| JQR instead of IND. | kernel quantile regression · mcycle | crossing loss x100: 2.10 -> 0.14 | Helped |
| JQR instead of IND. | kernel quantile regression · engel | crossing loss x100: 1.50 -> 0.06 | Helped |
| JQR instead of IND. | kernel quantile regression · snowgeese | pinball loss x100: 68.4 -> 76.0 | Hurt |
| JQR instead of IND. | kernel quantile regression · engel | pinball loss x100: 61.3 -> 64.4 | Hurt |
| JQR instead of IND. | kernel quantile regression · highway | pinball loss x100: 102.9 -> 103.7 | Hurt |
| PDCD instead of off-the-shelf QP solver | joint quantile regression training · synthetic, n=2000 | CPU time (s): 3416.55 -> 958.93 | Helped |
| PDCD instead of QP solver | joint quantile regression training · synthetic, n=250 | CPU time (s): 8.73 -> 18.69 | Hurt |
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