Concepedia

Quantile Loss

Quantile Loss is a type of loss function used in regression analysis that generalizes the absolute error by asymmetrically weighting overestimation and underestimation according to a specified quantile level.

92

Publications

4.5K

Citations

228

Authors

134

Institutions

Publications per year

2017–2026

44

Variants

Check Loss

Parents

Publications

92

Support Vector Machine Classifier With Pinball Loss

Xiaolin Huang, Lei Shi, Johan A. K. Suykens · IEEE Transactions on Pattern Analysis and Machine Intelligence · 2013 · 342 citations · Full text

, , +17

Practical Approach to Asynchronous Multivariate Time Series Anomaly Detection and Localization

Ahmed Abdulaal, Zhuang‐Hua Liu, Tomer Lancewicki · 2021 · 331 citations

, , +16

Evaluating predictive performance of value-at-risk models in emerging markets: a reality check

Yong Bao, Tae‐Hwy Lee, Burak Saltoğlu · Journal of Forecasting · 2006 · 224 citations

, , +17

Estimating conditional quantiles with the help of the pinball loss

Ingo Steinwart, Andreas Christmann · Bernoulli · 2011 · 222 citations · Full text

, , +16

A Novel Twin Support-Vector Machine With Pinball Loss

Yitian Xu, Zhiji Yang, Xianli Pan · IEEE Transactions on Neural Networks and Learning Systems · 2016 · 194 citations

, , +16

1–5 of 92

Authors

228

  1. TL
    Tae‐Hwy Lee

    University of California, Riverside, United States

    3 publications · 317 citations

    3

    h-index

  2. IS
    Ingo Steinwart

    Los Alamos National Laboratory, United States

    2 publications · 291 citations

    2

    h-index

  3. YS
    Y S Kan

    2 publications · 171 citations

    2

    h-index

  4. BS
    Burak Saltoğlu

    Marmara University, Türkiye

    2 publications · 235 citations

    2

    h-index

  5. KS
    Klaus Schaeck

    University of Bristol, United Kingdom

    2 publications · 94 citations

    2

    h-index

1–5 of 228

Institutions

134

  1. University of California, Riverside

    Riverside, United States

    3 h-index

    4 publications

    399 citations

  2. China Agricultural University

    Beijing, China

    3 h-index

    5 publications

    714 citations

  3. Moscow Aviation Institute

    Moscow, Russia

    3 h-index

    3 publications

    35 citations

  4. Marmara University

    Istanbul, Türkiye

    2 h-index

    2 publications

    235 citations

  5. University of Electronic Science and Technology of China

    Chengdu, China

    2 h-index

    5 publications

    223 citations

  6. Renmin University of China

    Beijing, China

    2 h-index

    3 publications

    76 citations

  7. North Carolina State University

    Raleigh, United States

    2 h-index

    5 publications

    258 citations

  8. University of Hong Kong

    Pok Fu Lam, Hong Kong

    2 h-index

    4 publications

    141 citations

1–8 of 134

Venues

  1. arXiv (Cornell University)

    Repository · 7 publications · 154 citations

    7

    h-index

  2. IEEE Access

    3 publications · 103 citations

    4

    h-index

  3. Journal of the Operational Research Society

    OR · 3 publications · 202 citations

    3

    h-index

  4. Automation and Remote Control

    3 publications · 36 citations

    3

    h-index

  5. Journal of Econometrics

    2 publications · 94 citations

    2

    h-index

1–5