checkfunctionquantileregression

由 CM KUAN 著作 · 2010 · 被引用 47 次 — where ρθ(u)=(θ − 1u<0})u is known as the check function. Given θ, minimizing this function yields the θ th sample quantile of y. Key point: ...

由 Y Wu 著作 · 2009 · 被引用 506 次 — (2001), is that the check function in penalized quantile regression is non-differenti- able at the origin. To handle the difficulty caused by this non ...

由 Y Jung 著作 · 2021 · 被引用 3 次 — The check loss function is used to define quantile regression. In cross-validation, it is also employed as a validation function when the ...

Regression. The loss function in the quantile regression framework is the so called “check function” label check ρ τ ( x ) = τ x , if x ≥ 0 ( τ − 1 ) ...

2019年12月3日 — 99).) Now let's define the check function ρτ (u) = u × (τ − 1u < 0}) ... Given a quantile regression or other model that estimates the τ ...

2018年1月6日 — In summary, the check function is a loss function that retrieves the τ-th sample quantile, and more importantly, that makes the generalization ...