An algorithm for the estimation of a regression function by continuous piecewise linear functions
نویسندگان
چکیده
منابع مشابه
An algorithm for the estimation of a regression function by continuous piecewise linear functions
The problem of the estimation of a regression function by continuous piecewise linear functions is formulated as a nonconvex, nonsmooth optimization problem. Estimates are defined by minimization of the empirical L2 risk over a class of functions, which are defined as maxima of minima of linear functions. An algorithm for finding continuous piecewise linear functions is presented. We observe th...
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ژورنال
عنوان ژورنال: Computational Optimization and Applications
سال: 2008
ISSN: 0926-6003,1573-2894
DOI: 10.1007/s10589-008-9174-9