| Home | Trees | Indices | Help |
|
|---|
|
|
Isotonic regression model.
This node has been automatically generated by wrapping the ``sklearn.isotonic.IsotonicRegression`` class
from the ``sklearn`` library. The wrapped instance can be accessed
through the ``scikits_alg`` attribute.
The isotonic regression optimization problem is defined by::
min sum w_i (y[i] - y_[i]) ** 2
subject to y_[i] <= y_[j] whenever X[i] <= X[j]
and min(y_) = y_min, max(y_) = y_max
where:
- - ``y[i]`` are inputs (real numbers)
- - ``y_[i]`` are fitted
- - ``X`` specifies the order.
- If ``X`` is non-decreasing then ``y_`` is non-decreasing.
- - ``w[i]`` are optional strictly positive weights (default to 1.0)
Read more in the :ref:`User Guide <isotonic>`.
**Parameters**
y_min : optional, default: None
If not None, set the lowest value of the fit to y_min.
y_max : optional, default: None
If not None, set the highest value of the fit to y_max.
increasing : boolean or string, optional, default: True
If boolean, whether or not to fit the isotonic regression with y
increasing or decreasing.
The string value "auto" determines whether y should
increase or decrease based on the Spearman correlation estimate's
sign.
out_of_bounds : string, optional, default: "nan"
The ``out_of_bounds`` parameter handles how x-values outside of the
training domain are handled. When set to "nan", predicted y-values
will be NaN. When set to "clip", predicted y-values will be
set to the value corresponding to the nearest train interval endpoint.
When set to "raise", allow ``interp1d`` to throw ValueError.
**Attributes**
``X_`` : ndarray (n_samples, )
A copy of the input X.
``y_`` : ndarray (n_samples, )
Isotonic fit of y.
``X_min_`` : float
Minimum value of input array `X_` for left bound.
``X_max_`` : float
Maximum value of input array `X_` for right bound.
``f_`` : function
The stepwise interpolating function that covers the domain `X_`.
**Notes**
Ties are broken using the secondary method from Leeuw, 1977.
**References**
Isotonic Median Regression: A Linear Programming Approach
Nilotpal Chakravarti
Mathematics of Operations Research
Vol. 14, No. 2 (May, 1989), pp. 303-308
Isotone Optimization in R : Pool-Adjacent-Violators
Algorithm (PAVA) and Active Set Methods
Leeuw, Hornik, Mair
Journal of Statistical Software 2009
Correctness of Kruskal's algorithms for monotone regression with ties
Leeuw, Psychometrica, 1977
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
Inherited from Inherited from |
|||
| Inherited from Cumulator | |||
|---|---|---|---|
|
|||
|
|||
| Inherited from Node | |||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
Inherited from |
|||
| Inherited from Node | |||
|---|---|---|---|
|
_train_seq List of tuples: |
|||
|
dtype dtype |
|||
|
input_dim Input dimensions |
|||
|
output_dim Output dimensions |
|||
|
supported_dtypes Supported dtypes |
|||
|
|||
Isotonic regression model.
This node has been automatically generated by wrapping the ``sklearn.isotonic.IsotonicRegression`` class
from the ``sklearn`` library. The wrapped instance can be accessed
through the ``scikits_alg`` attribute.
The isotonic regression optimization problem is defined by::
min sum w_i (y[i] - y_[i]) ** 2
subject to y_[i] <= y_[j] whenever X[i] <= X[j]
and min(y_) = y_min, max(y_) = y_max
where:
- - ``y[i]`` are inputs (real numbers)
- - ``y_[i]`` are fitted
- - ``X`` specifies the order.
- If ``X`` is non-decreasing then ``y_`` is non-decreasing.
- - ``w[i]`` are optional strictly positive weights (default to 1.0)
Read more in the :ref:`User Guide <isotonic>`.
**Parameters**
y_min : optional, default: None
If not None, set the lowest value of the fit to y_min.
y_max : optional, default: None
If not None, set the highest value of the fit to y_max.
increasing : boolean or string, optional, default: True
If boolean, whether or not to fit the isotonic regression with y
increasing or decreasing.
The string value "auto" determines whether y should
increase or decrease based on the Spearman correlation estimate's
sign.
out_of_bounds : string, optional, default: "nan"
The ``out_of_bounds`` parameter handles how x-values outside of the
training domain are handled. When set to "nan", predicted y-values
will be NaN. When set to "clip", predicted y-values will be
set to the value corresponding to the nearest train interval endpoint.
When set to "raise", allow ``interp1d`` to throw ValueError.
**Attributes**
``X_`` : ndarray (n_samples, )
A copy of the input X.
``y_`` : ndarray (n_samples, )
Isotonic fit of y.
``X_min_`` : float
Minimum value of input array `X_` for left bound.
``X_max_`` : float
Maximum value of input array `X_` for right bound.
``f_`` : function
The stepwise interpolating function that covers the domain `X_`.
**Notes**
Ties are broken using the secondary method from Leeuw, 1977.
**References**
Isotonic Median Regression: A Linear Programming Approach
Nilotpal Chakravarti
Mathematics of Operations Research
Vol. 14, No. 2 (May, 1989), pp. 303-308
Isotone Optimization in R : Pool-Adjacent-Violators
Algorithm (PAVA) and Active Set Methods
Leeuw, Hornik, Mair
Journal of Statistical Software 2009
Correctness of Kruskal's algorithms for monotone regression with ties
Leeuw, Psychometrica, 1977
|
|
|
|
Transform new data by linear interpolation This node has been automatically generated by wrapping the sklearn.isotonic.IsotonicRegression class from the sklearn library. The wrapped instance can be accessed through the scikits_alg attribute. Parameters
Returns
|
|
|
Fit the model using X, y as training data. This node has been automatically generated by wrapping the sklearn.isotonic.IsotonicRegression class from the sklearn library. The wrapped instance can be accessed through the scikits_alg attribute. Parameters
Returns
Notes X is stored for future use, as
|
| Home | Trees | Indices | Help |
|
|---|
| Generated by Epydoc 3.0.1 on Tue Mar 8 12:39:48 2016 | http://epydoc.sourceforge.net |