Revista de Ingeniería

revinge | eISSN 2011-0049 | ISSN 0121-4993

Efficient computation of locally monotonic regression

No. 8 (1997-01-01)
  • Alfredo Restrepo Palacios
    1Ramiro de la Vega Alfredo Restrepo Palacios R. de la Vega and A. Restrepo are with the Departamento de Ingeniería Eléctrica, Universidad de los Andes, A.A. 4976, Bogotá, Colombia.
  • Ramiro de la Vega
    1Ramiro de la Vega Alfredo Restrepo Palacios R. de la Vega and A. Restrepo are with the Departamento de Ingeniería Eléctrica, Universidad de los Andes, A.A. 4976, Bogotá, Colombia.
https://doi.org/10.16924/revinge.8.1

Abstract

So far, the applicability of locally monotonic regression has been limited by the high computational costs of the available algorithms that compute them. We present a powerful theoretical result about the nature of these regressions. As an application, we give an algorithm for the computation of lomo-3 regressions which reduces the complexity of the task, from exponential to polynomial.