Multivariate quantile regression via Kolmogorov-Arnold Networks
Read the original on arXiv Machine Learning →The Flow has not summarised this story yet — read it at arXiv Machine Learning.
The Flow has not summarised this story yet — read it at arXiv Machine Learning.
arXiv:2607. 04431v2 Announce Type: replace-cross Abstract: Quantile regression provides a powerful tool for summarizing the conditional distribution of a real-valued random variable (r.
arXiv:2607. 04431v1 Announce Type: cross Abstract: Quantile regression provides a powerful tool for summarizing the conditional distribution of a real valued random variable (r.
arXiv:2606. 00265v1 Announce Type: cross Abstract: We study quantile regression in an extrapolation regime where the covariate takes unusually large values.
Boosting is one of the most successful learning techniques for standard classification and regression tasks. Its extension to multi-output prediction problems has found an increasing number of applications in recent years.
The paper introduces TQRNN30d, a long‑horizon predictive maintenance model that uses a dual‑stage quantile regression neural network to transform hourly machine data into a 324‑dimensional quantile‑state representation, which is then classified with a multi‑stream temporal fusion architecture. Trained on data from 72 machines across nine facilities, the model achieves high performance at 30‑day horizons (F1 ≈ 80%, recall ≈ 80%, precision ≈ 82%, accuracy ≈ 82%, ROC‑AUC ≈ 0.82) and outperforms 18 baseline methods at 7‑, 14‑, and 30‑day thresholds. The study demonstrates that explicit conditional‑quantile representations can effectively distinguish gradual degradation from normal operation over multi‑day planning windows, though generalisation to unseen sites or equipment remains untested.
arXiv:2607. 13550v1 Announce Type: cross Abstract: Boosting is one of the most successful learning techniques for standard classification and regression tasks.