相关论文: Twin support vector quantile regression

Twin support vector machine (TWSVM) and twin support vector regression (TSVR) are newly emerging efficient machine learning techniques which offer promising solutions for classification and regression challenges respectively. TWSVM is based…

This paper proposes a novel '$\nu$-support vector quantile regression' ($\nu$-SVQR) model for the quantile estimation. It can facilitate the automatic control over accuracy by creating a suitable asymmetric $\epsilon$-insensitive zone…

While the Vector Autoregression (VAR) model has received extensive attention for modelling complex time series, quantile VAR analysis remains relatively underexplored for high-dimensional time series data. To address this disparity, we…

Quantile regression (QR) is a powerful tool for estimating one or more conditional quantiles of a target variable $\mathrm{Y}$ given explanatory features $\boldsymbol{\mathrm{X}}$. A limitation of QR is that it is only defined for scalar…

Twin Support Vector Machines (TWSVMs) have emerged an efficient alternative to Support Vector Machines (SVM) for learning from imbalanced datasets. The TWSVM learns two non-parallel classifying hyperplanes by solving a couple of smaller…

We propose a framework for conditional vector quantile regression (CVQR) that combines neural optimal transport with amortized optimization, and apply it to multivariate conformal prediction. Classical quantile regression does not extend…

This paper investigates Support Vector Regression (SVR) within the framework of the Risk Quadrangle (RQ) theory. Every RQ includes four stochastic functionals -- error, regret, risk, and \emph{deviation}, bound together by a so-called…

We devise new quantum algorithms that exponentially speeds up the training and prediction procedures of twin support vector machines (TSVM). To train TSVMs using quantum methods, we demonstrate how to prepare the desired input states…

Vector quantile regression (VQR) is an optimal transport (OT)-based framework that extends linear quantile regression to vector-valued response variables and can be formulated as an OT problem with a mean-independence constraint. In this…

Nonparametric regression subject to convexity or concavity constraints is increasingly popular in economics, finance, operations research, machine learning, and statistics. However, the conventional convex regression based on the least…

Twin support vector machine~(TSVM) is a powerful learning algorithm by solving a pair of smaller SVM-type problems. However, there are still some specific issues such as low efficiency and weak robustness when it is faced with some real…

In this paper, we introduce novel Twin Parametric Margin Support Vector Machine (TPMSVM) models designed to address multiclass classification tasks under feature uncertainty. To handle data perturbations, we construct bounded-by-norm…

We propose a method of using a Weighted second-order cone programming twin support vector machine (WSOCP-TWSVM) for imbalanced data classification. This method constructs a graph based under-sampling method which is utilized to remove…

Support vector machines (SVMs) are powerful supervised learning tools developed to solve classification problems. However, SVMs are likely to perform poorly in the classification of imbalanced data. The rough set theory presents a…

Quantum coherence and entanglement are fundamental resources in quantum technologies, yet their efficient estimation for unknown states by employing minimal resources in experimental settings remains challenging, particularly in…

Vector quantile regression (VQR) is an optimal transport (OT) problem subject to a mean-independence constraint that extends classical linear quantile regression to vector response variables. Motivated by computational considerations, prior…

Twin support vector machine (TSVM) is a very classical and practical classifier for pattern classification. However, the traditional TSVM has two limitations. Firstly, it uses the L_2-norm distance metric that leads to its sensitivity to…

In this article, we present a novel approach to multivariate probabilistic forecasting. Our approach is based on an extension of single-output quantile regression (QR) to multivariate-targets, called quantile surfaces (QS). QS uses a simple…

We introduce twin neural network (TNN) regression. This method predicts differences between the target values of two different data points rather than the targets themselves. The solution of a traditional regression problem is then obtained…

Conformalized Quantile Regression (CQR) is a recently proposed method for constructing prediction intervals for a response $Y$ given covariates $X$, without making distributional assumptions. However, existing constructions of CQR can be…