A decision-theoretic generalization of on-line learning and an application to boosting
Journal of Computer and System Sciences - Special issue: 26th annual ACM symposium on the theory of computing & STOC'94, May 23–25, 1994, and second annual Europe an conference on computational learning theory (EuroCOLT'95), March 13–15, 1995
Boosting Methods for Regression
Machine Learning
Solving multiclass learning problems via error-correcting output codes
Journal of Artificial Intelligence Research
Functional gradient ascent for Probit regression
Pattern Recognition
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We introduce Quantile Boost (QBoost) algorithms which predict conditional quantiles of the interested response for regression and binary classification. Quantile Boost Regression (QBR) performs gradient descent in functional space to minimize the objective function used by quantile regression (QReg). In the classification scenario, the class label is defined via a hidden variable, and the quantiles of the class label are estimated by fitting the corresponding quantiles of the hidden variable. An equivalent form of the definition of quantile is introduced, whose smoothed version is employed as the objective function, which is maximized by gradient ascent in functional space to get the Quantile Boost Classification (QBC) algorithm. Extensive experiments show that QBoost performs better than the original QReg and other alternatives for regression and classification. Furthermore, QBoost is more robust to noisy predictors.