- Title
- An algorithm for the estimation of a regression function by continuous piecewise linear functions
- Creator
- Bagirov, Adil; Clausen, Conny; Kohler, Michael
- Date
- 2008
- Type
- Text; Journal article
- Identifier
- http://researchonline.federation.edu.au/vital/access/HandleResolver/1959.17/42339
- Identifier
- vital:69
- Identifier
-
https://doi.org/10.1007/s10589-008-9174-9
- Identifier
- ISSN:0926-6003
- Abstract
- 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 L 2 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 that the objective function in the optimization problem is semismooth, quasidifferentiable and piecewise partially separable. The use of these properties allow us to design an efficient algorithm for approximation of subgradients of the objective function and to apply the discrete gradient method for its minimization. We present computational results with some simulated data and compare the new estimator with a number of existing ones.
- Publisher
- Springer
- Relation
- Computational Optimization and Applications Vol. 45, no. (2008), p. 159-179; http://purl.org/au-research/grants/arc/DP0666061
- Rights
- Copyright Springer
- Rights
- Open Access
- Rights
- This metadata is freely available under a CCO license
- Subject
- 0802 Computation Theory and Mathematics; Nonparametric regression; Nonsmooth optimization; Semismooth functions; Subdifferential
- Full Text
- Reviewed
- Hits: 3243
- Visitors: 3653
- Downloads: 425
| Thumbnail | File | Description | Size | Format | |||
|---|---|---|---|---|---|---|---|
| View Details Download | DS1 | Accepted version | 185 KB | Adobe Acrobat PDF | View Details Download |