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Multivariate convex regression with adaptive partitioning

Journal of Machine Learning Research, no. Issue-in-Progress (2013): 3261-3294

引用：92|浏览38

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dblp.uni-trier.de dl.acm.org academic.microsoft.com arxiv.org

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multivariate convex regressionconsistent methodmultivariate regression subjectunconstrained regression methodnonparametric method更多(12+)

摘要

We propose a new, nonparametric method for multivariate regression subject to convexity or concavity constraints on the response function. Convexity constraints are common in economics, statistics, operations research, financial engineering and optimization, but there is currently no multivariate method that is stable and computationally ...更多

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