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Joint quantile regression in vector-valued RKHSs

NeurIPS 2016 · Learning theory and algorithms › Kernels and regression theory · approach: High-dimensional linear regression theory · 22 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
joint estimation (JQR) instead of independent quantile regressorskernel quantile regression · 20 UCI/R datasetspinball loss: better on 12 vs 8 datasets (5 vs 1 significant)Helped
joint estimation (JQR) instead of MTFLkernel quantile regression · 20 UCI/R datasetspinball loss: 15 vs 5 datasets (11 vs 1 significant)Helped
joint estimation (JQR) instead of independent / hard non-crossingkernel quantile regression · 20 UCI/R datasetscrossing loss: 18 vs 1 favorable datasets (9 vs 0 significant)Helped
joint estimation (JQR) instead of MTFLkernel quantile regression · 20 UCI/R datasetscrossing loss: 16 vs 3 (12 vs 1 significant)Helped
JQR instead of IND.kernel quantile regression · mcyclepinball loss x100: 89.2 -> 84.3Helped
JQR instead of IND.kernel quantile regression · mcyclecrossing loss x100: 2.10 -> 0.14Helped
JQR instead of IND.kernel quantile regression · engelcrossing loss x100: 1.50 -> 0.06Helped
JQR instead of IND.kernel quantile regression · snowgeesepinball loss x100: 68.4 -> 76.0Hurt
JQR instead of IND.kernel quantile regression · engelpinball loss x100: 61.3 -> 64.4Hurt
JQR instead of IND.kernel quantile regression · highwaypinball loss x100: 102.9 -> 103.7Hurt
PDCD instead of off-the-shelf QP solverjoint quantile regression training · synthetic, n=2000CPU time (s): 3416.55 -> 958.93Helped
PDCD instead of QP solverjoint quantile regression training · synthetic, n=250CPU time (s): 8.73 -> 18.69Hurt

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