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Given a sequence of points #1, ...,In, isotonic regression seeks to fit a piecewise linear non-decreasing function that is as close as possible to the
Given a sequence of points #1, ...,In, isotonic regression seeks to fit a piecewise linear non-decreasing function that is as close as possible to the observed points. To obtain an isotonic regression curve, let , denote the predicted value at index i. The error of a given prediction can be represented as (y; - r,)', and the "non-decreasing constraint" can be obtained by setting r,
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