A Dual Active-Set Algorithm for Regularized Monotonic Regression
A Dual Active-Set Algorithm for Regularized Monotonic Regression
Monotonic (isotonic) regression is a powerful tool used for solving a wide range of important applied problems. One of its features, which poses a limitation on its use in some areas, is that it produces a piecewise constant fitted response. For smoothing the fitted response, we introduce a regularization term …