Overfitting Reduction in Convex Regression
降低凸回归中的过拟合AI 解读 ↓
本页整理公开书目信息,不生成学术质量评分。AI 解读根据题名及所注明的摘要或原文片段生成,未完成全文核验,可能有误;具体假设、证明与结论请核对原文。摘要保留来源文本,未经模型改写。
DOI 首次登记不等于接收或发表日期。部分更正、评论等条目没有独立摘要;缺少可靠材料时保留待补状态。
本页为预印本版本;arXiv 收录、作者填写的期刊信息以及作者既有发表经历,都不单独证明本篇已接收。作者发表记录按 OpenAlex 身份与完整姓名、本站覆盖期刊 ISSN 及正式卷期核对,只展示已核实例,档案仍可能误合并。
引用量采用 OpenAlex 单条关联记录,不合计多个记录;关联记录可能包含正式发表版本,不等于此版本单独引用。缺失不视为零,引用指标不代表论文质量。
关注作者按书目中的完整姓名匹配,同名和姓名变体需人工辨别。相关论文先按共享细分方向和具体方法排列,再参考通用方法与发表日期。
AI 根据所提供的论文材料归类:摘要主要讨论一般凸函数估计、边界过拟合和次梯度约束,企业应用不足以明确对应给定的因果或结构估计方向。
降低凸回归中的过拟合AI 解读 ↓
正在核对关联版本…
正在核对对应版本的资源…
Convex regression is a method for estimating the convex function from a data set. This method has played an important role in operations research, economics, machine learning, and many other areas. However, it has been empirically observed that convex regression produces inconsistent estimates of convex functions and extremely large subgradients near the boundary as the sample size increases. In this paper, we provide theoretical evidence of this overfitting behavior. To eliminate this behavior, we propose two new estimators by placing a bound on the subgradients of the convex function. We further show that our proposed estimators can reduce overfitting by proving that they converge to the underlying true convex function and that their subgradients converge to the gradient of the underlying function, both uniformly over the domain with probability one as the sample size is increasing to infinity. An application to Finnish electricity distribution firms confirms the superior performance of the proposed methods in predictive power over the existing methods.