24 lines
809 B
ReStructuredText
24 lines
809 B
ReStructuredText
.. _isotonic:
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===================
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Isotonic regression
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===================
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.. currentmodule:: sklearn.isotonic
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The class :class:`IsotonicRegression` fits a non-decreasing function to data.
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It solves the following problem:
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minimize :math:`\sum_i w_i (y_i - \hat{y}_i)^2`
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subject to :math:`\hat{y}_{min} = \hat{y}_1 \le \hat{y}_2 ... \le \hat{y}_n = \hat{y}_{max}`
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where each :math:`w_i` is strictly positive and each :math:`y_i` is an
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arbitrary real number. It yields the vector which is composed of non-decreasing
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elements the closest in terms of mean squared error. In practice this list
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of elements forms a function that is piecewise linear.
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.. figure:: ../auto_examples/images/sphx_glr_plot_isotonic_regression_001.png
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:target: ../auto_examples/plot_isotonic_regression.html
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:align: center
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