A column generation based heuristic algorithm for piecewise linear regression


Tunc H., GENÇ B.

EXPERT SYSTEMS WITH APPLICATIONS, cilt.171, 2021 (SCI İndekslerine Giren Dergi) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 171
  • Basım Tarihi: 2021
  • Doi Numarası: 10.1016/j.eswa.2020.114539
  • Dergi Adı: EXPERT SYSTEMS WITH APPLICATIONS

Özet

Piecewise linear regression is a powerful and flexible regression technique where the dataset is divided into disjoint partitions and a separate regression is computed for each partition. Here, we consider the piecewise linear regression problem where the data partitioning is performed via a fixed number of break points on a predetermined dimension. We develop a column generation heuristic based on a set partitioning formulation of the problem and evaluate its prediction performance using a mixed integer programming formulation introduced earlier as a benchmark. Our results show that the proposed heuristic displays an efficient and robust performance, and also scales up smoothly as the dataset grows.