相关论文: ConquerNet: Convolution-Smoothed Quantile ReLU Neu…
Quantile regression is the task of estimating a specified percentile response, such as the median, from a collection of known covariates. We study quantile regression with rectified linear unit (ReLU) neural networks as the chosen model…
Quantile regression is a powerful tool for learning the relationship between a response variable and a multivariate predictor while exploring heterogeneous effects. In this paper, we consider statistical inference for quantile regression…
$\ell_1$-penalized quantile regression is widely used for analyzing high-dimensional data with heterogeneity. It is now recognized that the $\ell_1$-penalty introduces non-negligible estimation bias, while a proper use of concave…
Deep learning has enjoyed tremendous success in a variety of applications but its application to quantile regressions remains scarce. A major advantage of the deep learning approach is its flexibility to model complex data in a more…
We address the problem of how to achieve optimal inference in distributed quantile regression without stringent scaling conditions. This is challenging due to the non-smooth nature of the quantile regression (QR) loss function, which…
Uncertainty analysis in the form of probabilistic forecasting can significantly improve decision making processes in the smart power grid when integrating renewable energy sources such as wind. Whereas point forecasting provides a single…
Although conformal prediction provides robust marginal coverage guarantees, achieving reliable conditional coverage for specific inputs remains challenging. While exact distribution-free conditional coverage is impossible with finite…
Quantile regression is an effective technique to quantify uncertainty, fit challenging underlying distributions, and often provide full probabilistic predictions through joint learnings over multiple quantile levels. A common drawback of…
Quantized Neural Networks (QNNs), which use low bitwidth numbers for representing parameters and performing computations, have been proposed to reduce the computation complexity, storage size and memory usage. In QNNs, parameters and…
Convolutional residual neural networks (ConvResNets), though overparameterized, can achieve remarkable prediction performance in practice, which cannot be well explained by conventional wisdom. To bridge this gap, we study the performance…
This paper studies the high-dimensional quantile regression problem under the transfer learning framework, where possibly related source datasets are available to make improvements on the estimation or prediction based solely on the target…
Quantile Regression (QR) provides a way to approximate a single conditional quantile. To have a more informative description of the conditional distribution, QR can be merged with deep learning techniques to simultaneously estimate multiple…
Recurrent neural networks are the foundation of many sequence-to-sequence models in machine learning, such as machine translation and speech synthesis. In contrast, applied quantum computing is in its infancy. Nevertheless there already…
As the rapidly evolving field of machine learning continues to produce incredibly useful tools and models, the potential for quantum computing to provide speed up for machine learning algorithms is becoming increasingly desirable. In…
Quantum computing is a new computational paradigm that promises applications in several fields, including machine learning. In the last decade, deep learning, and in particular Convolutional neural networks (CNN), have become essential for…
In this paper, we present a novel framework for enhancing the performance of Quanvolutional Neural Networks (QuNNs) by introducing trainable quanvolutional layers and addressing the critical challenges associated with them. Traditional…
Deep neural networks tend to underestimate uncertainty and produce overly confident predictions. Recently proposed solutions, such as MC Dropout and SDENet, require complex training and/or auxiliary out-of-distribution data. We propose a…
Quantile regression, based on check loss, is a widely used inferential paradigm in Econometrics and Statistics. The conditional quantiles provide a robust alternative to classical conditional means, and also allow uncertainty quantification…
Fault-tolerant Quantum Processing Units (QPUs) promise to deliver exponential speed-ups in select computational tasks, yet their integration into modern deep learning pipelines remains unclear. In this work, we take a step towards bridging…
We introduce and analyze a novel quantum machine learning model motivated by convolutional neural networks. Our quantum convolutional neural network (QCNN) makes use of only $O(\log(N))$ variational parameters for input sizes of $N$ qubits,…