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Main Authors: Lyu, Bohan, Li, Jianzhong
Format: Preprint
Published: 2024
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Online Access:https://arxiv.org/abs/2406.05817
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author Lyu, Bohan
Li, Jianzhong
author_facet Lyu, Bohan
Li, Jianzhong
contents This paper introduces a new type of regression methodology named as Convex-Area-Wise Linear Regression(CALR), which separates given datasets by disjoint convex areas and fits different linear regression models for different areas. This regression model is highly interpretable, and it is able to interpolate any given datasets, even when the underlying relationship between explanatory and response variables are non-linear and discontinuous. In order to solve CALR problem, 3 accurate algorithms are proposed under different assumptions. The analysis of correctness and time complexity of the algorithms are given, indicating that the problem can be solved in $o(n^2)$ time accurately when the input datasets have some special features. Besides, this paper introduces an equivalent mixed integer programming problem of CALR which can be approximately solved using existing optimization solvers.
format Preprint
id arxiv_https___arxiv_org_abs_2406_05817
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Convex-area-wise Linear Regression and Algorithms for Data Analysis
Lyu, Bohan
Li, Jianzhong
Databases
This paper introduces a new type of regression methodology named as Convex-Area-Wise Linear Regression(CALR), which separates given datasets by disjoint convex areas and fits different linear regression models for different areas. This regression model is highly interpretable, and it is able to interpolate any given datasets, even when the underlying relationship between explanatory and response variables are non-linear and discontinuous. In order to solve CALR problem, 3 accurate algorithms are proposed under different assumptions. The analysis of correctness and time complexity of the algorithms are given, indicating that the problem can be solved in $o(n^2)$ time accurately when the input datasets have some special features. Besides, this paper introduces an equivalent mixed integer programming problem of CALR which can be approximately solved using existing optimization solvers.
title Convex-area-wise Linear Regression and Algorithms for Data Analysis
topic Databases
url https://arxiv.org/abs/2406.05817