Strict L8 Isotonic Regression

Strict L8 Isotonic Regression

0.00 Avg rating0 Votes
Article ID: iaor2012245
Volume: 152
Issue: 1
Start Page Number: 121
End Page Number: 135
Publication Date: Jan 2012
Journal: Journal of Optimization Theory and Applications
Authors:
Keywords: optimization, statistics: regression
Abstract:

Given a function f and weights w on the vertices of a directed acyclic graph G, an isotonic regression of (f,w) is an order‐preserving real‐valued function that minimizes the weighted distance to f among all order‐preserving functions. When the distance is given via the supremum norm there may be many isotonic regressions. One of special interest is the strict isotonic regression, which is the limit of p‐norm isotonic regression as p approaches infinity. Algorithms for determining it are given. We also examine previous isotonic regression algorithms in terms of their behavior as mappings from weighted functions over G to isotonic functions over G, showing that the fastest algorithms are not monotonic mappings. In contrast, the strict isotonic regression is monotonic.

Reviews

Required fields are marked *. Your email address will not be published.