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A dynamic programming approach to segmented isotonic regression

Víctor Bucarey 1 Martine Labbé 2, 3 Juan Morales 4, * Salvador Pineda 5
* Corresponding author
2 INOCS - Integrated Optimization with Complex Structure
Inria Lille - Nord Europe, ULB - Université libre de Bruxelles, CRIStAL - Centre de Recherche en Informatique, Signal et Automatique de Lille - UMR 9189
Abstract : This paper proposes a polynomial-time algorithm to construct the monotone stepwise curve that minimizes the sum of squared errors with respect to a given cloud of data points. The fitted curve is also constrained on the maximum number of steps it can be composed of and on the minimum step length.
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https://hal.inria.fr/hal-03046338
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Submitted on : Tuesday, December 8, 2020 - 1:27:43 PM
Last modification on : Friday, January 21, 2022 - 3:10:23 AM
Long-term archiving on: : Tuesday, March 9, 2021 - 7:20:37 PM

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Víctor Bucarey, Martine Labbé, Juan Morales, Salvador Pineda. A dynamic programming approach to segmented isotonic regression. Omega, Elsevier, 2021, ⟨10.1016/j.omega.2021.102516⟩. ⟨hal-03046338⟩

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