K-plane regression

DOI10.1016/J.INS.2014.08.058zbMATH Open1357.62232arXiv1211.1513OpenAlexW2013171083MaRDI QIDQ508945FDOQ508945

P. S. Sastry, Naresh Manwani

Publication date: 8 February 2017

Published in: Information Sciences (Search for Journal in Brave)

Abstract: In this paper, we present a novel algorithm for piecewise linear regression which can learn continuous as well as discontinuous piecewise linear functions. The main idea is to repeatedly partition the data and learn a liner model in in each partition. While a simple algorithm incorporating this idea does not work well, an interesting modification results in a good algorithm. The proposed algorithm is similar in spirit to $k$-means clustering algorithm. We show that our algorithm can also be viewed as an EM algorithm for maximum likelihood estimation of parameters under a reasonable probability model. We empirically demonstrate the effectiveness of our approach by comparing its performance with the state of art regression learning algorithms on some real world datasets.

Full work available at URL: https://arxiv.org/abs/1211.1513

zbMATH Keywords

expectation maximizationmixture of expertscluster-wise linear regressionpiecewise linear regression

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) General nonlinear regression (62J02)

Cites Work

• The elements of statistical learning. Data mining, inference, and prediction
• Title not available (Why is that?)
• PRMLT
• Title not available (Why is that?)
• Title not available (Why is that?)
• Identification of hybrid systems. A tutorial
• A fast algorithm for clusterwise linear regression
• Nonlinear Programming
• A maximum likelihood methodology for clusterwise linear regression
• Hinging hyperplanes for regression, classification, and function approximation
• A bounded-error approach to piecewise affine system identification
• The MIN PFS problem and piecewise linear model estimation
• Estimation of a Regression Function by Maxima of Minima of Linear Functions
• A class of fuzzy clusterwise regression models
• A hybrid-forecasting model reducing Gaussian noise based on the Gaussian support vector regression machine and chaotic particle swarm optimization
• Nonsmooth nonconvex optimization approach to clusterwise linear regression problems
• On the hinge-finding algorithm for hingeing hyperplanes
• Title not available (Why is that?)
• Online independent reduced least squares support vector regression

Cited In (3)

• Scalable and near-optimal \(\varepsilon\)-tube clusterwise regression
• Performance characterization of clusterwise linear regression algorithms
• Title not available (Why is that?)

Uses Software

• UCI-ml
• LIBSVM
• Algorithm 39
• PRMLT

   Recommendations

• Kernel dimension reduction in regression 👍 👎
• 10.1162/15324430260185556 👍 👎
• An affine invariant \(k\)-nearest neighbor regression estimate 👍 👎
• Title not available (Why is that?) 👍 👎
• Kernel ridge regression 👍 👎
• A note on kernel principal component regression 👍 👎
• k-Vectors: An Alternating Minimization Algorithm for Learning Regression Functions 👍 👎
• Kernel spline regression 👍 👎
• Gradient-Based Kernel Dimension Reduction for Regression 👍 👎
• Kernel estimators for multivariate regression 👍 👎

This page was built for publication: \(K\)-plane regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q508945)