Random gradient boosting for predicting conditional quantiles

DOI10.1080/00949655.2014.1002099OpenAlexW1994492082MaRDI QIDQ5220936

Sen Yuan

Publication date: 27 March 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2014.1002099

zbMATH Keywords

quantile regressionrandom forestsgradient boostingquantile regression forestsrandom gradient boosting

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• Greedy function approximation: A gradient boosting machine.
• Boosting algorithms: regularization, prediction and model fitting
• Nonparametric estimates of regression quantiles and their local Bahadur representation
• Additive logistic regression: a statistical view of boosting. (With discussion and a rejoinder by the authors)
• Boosting with early stopping: convergence and consistency
• Bivariate Quantile Smoothing Splines
• Boosting With theL₂Loss
• Prediction Games and Arcing Algorithms

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