arXiv Open Access 2015

On the complexity of switching linear regression

Fabien Lauer
Lihat Sumber

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.

Topik & Kata Kunci

Penulis (1)

F

Fabien Lauer

Format Sitasi

Lauer, F. (2015). On the complexity of switching linear regression. https://arxiv.org/abs/1510.06920

Akses Cepat

Lihat di Sumber
Informasi Jurnal
Tahun Terbit
2015
Bahasa
en
Sumber Database
arXiv
Akses
Open Access ✓