Efficient regularized isotonic regression with application to gene–gene interaction search

@inproceedings{Luss2012EfficientRI,
  title={Efficient regularized isotonic regression with application to gene–gene interaction search},
  author={Ronny Luss and Saharon Rosset and Moni Shahar},
  year={2012}
}
Isotonic regression is a nonparametric approach for fitting monotonic models to data that has been widely studied from both theoretical and practical perspectives. However, this approach encounters computational and statistical overfitting issues in higher dimensions. To address both concerns, we present an algorithm, which we term Isotonic Recursive Partitioning (IRP), for isotonic regression based on recursively partitioning the covariate space through solution of progressively smaller "best… CONTINUE READING

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