arXiv
Open Access
2015
On the complexity of switching linear regression
Fabien Lauer
Abstrak
This technical note extends recent results on the computational complexity of globally minimizing the error of piecewise-affine models to the related problem of minimizing the error of switching linear regression models. In particular, we show that, on the one hand the problem is NP-hard, but on the other hand, it admits a polynomial-time algorithm with respect to the number of data points for any fixed data dimension and number of modes.
Penulis (1)
F
Fabien Lauer
Akses Cepat
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- Tahun Terbit
- 2015
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