- Title
- An algorithm for clusterwise linear regression based on smoothing techniques
- Creator
- Bagirov, Adil; Ugon, Julien; Mirzayeva, Hijran
- Date
- 2014
- Type
- Text; Journal article
- Identifier
- http://researchonline.federation.edu.au/vital/access/HandleResolver/1959.17/76355
- Identifier
- vital:7515
- Identifier
-
https://doi.org/10.1007/s11590-014-0749-3
- Identifier
- ISSN:1862-4472
- Abstract
- We propose an algorithm based on an incremental approach and smoothing techniques to solve clusterwise linear regression (CLR) problems. This algorithm incrementally divides the whole data set into groups which can be easily approximated by one linear regression function. A special procedure is introduced to generate an initial solution for solving global optimization problems at each iteration of the incremental algorithm. Such an approach allows one to find global or approximate global solutions to the CLR problems. The algorithm is tested using several data sets for regression analysis and compared with the multistart and incremental Spath algorithms.
- Publisher
- Springer Verlag
- Relation
- Optimization Letters Vol. 9, no. 2 (2014), p. 375-390
- Rights
- © Springer-Verlag Berlin Heidelberg 2014
- Rights
- This metadata is freely available under a CCO license
- Subject
- 0102 Applied Mathematics; 0103 Numerical and Computational Mathematics; Clusterwise regression; Nonconvex optimization; Nonsmooth optimization; Smoothing techniques
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