Author

Rongmei Liang

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Preprint Aug 2026

Data-Driven Pinball-Loss Selection for Vertically Distributed Elastic-Net SVMs

The pinball-loss support vector machine is robust, but its asymmetry parameter is usually fixed in advance. We propose a data-driven elastic-net support vector machine that learns simplex-constrained weights over candidate pinball losses while retaining one classifier. The weighted loss is equivalent to a pinball loss...

Xiao-Fei Wu, Kai Qi, Rongmei Liang · 0 citations

Preprint Aug 2026

Distributed Stochastic Smoothing ADMM for Penalized Quantile Regression

A distributed stochastic smoothing alternating direction method of multipliers (DSS-ADMM) for horizontally partitioned penalized quantile regression, which characterize the scope of an extension to the minimax concave penalty and the smoothly clipped absolute deviation penalty.

Rongmei Liang, Xiao-Fei Wu · 0 citations