Corpus ID: 9079902

Fast, Provable Algorithms for Isotonic Regression in all L_p-norms

@inproceedings{Kyng2015FastPA,
  title={Fast, Provable Algorithms for Isotonic Regression in all L_p-norms},
  author={Rasmus Kyng and A. Rao and Sushant Sachdeva},
  booktitle={NIPS},
  year={2015}
}
  • Rasmus Kyng, A. Rao, Sushant Sachdeva
  • Published in NIPS 2015
  • Mathematics, Computer Science
  • Given a directed acyclic graph $G,$ and a set of values $y$ on the vertices, the Isotonic Regression of $y$ is a vector $x$ that respects the partial order described by $G,$ and minimizes $||x-y||,$ for a specified norm. This paper gives improved algorithms for computing the Isotonic Regression for all weighted $\ell_{p}$-norms with rigorous performance guarantees. Our algorithms are quite practical, and their variants can be implemented to run fast in practice. 
    35 Citations

    Tables and Topics from this paper.

    Paper Mentions

    L infinity Isotonic Regression for Linear, Multidimensional, and Tree Orders
    • Q. Stout
    • Computer Science, Mathematics
    • ArXiv
    • 2015
    • 1
    • PDF
    Fastest Known Isotonic Regression Algorithms
    • 2
    • Highly Influenced
    • PDF
    Isotonic Regression in Multi-Dimensional Spaces and Graphs
    • 8
    • PDF
    Isotonic regression with unknown permutations: Statistics, computation, and adaptation
    Towards Optimal Estimation of Bivariate Isotonic Matrices with Unknown Permutations
    • 7
    • PDF
    Online Isotonic Regression
    • 9
    • PDF
    Efficient Second-Order Shape-Constrained Function Fitting
    • 1
    • PDF

    References

    SHOWING 1-10 OF 55 REFERENCES
    Strict L∞ Isotonic Regression
    • Q. Stout
    • Mathematics, Computer Science
    • J. Optim. Theory Appl.
    • 2012
    • 11
    • PDF
    L infinity Isotonic Regression for Linear, Multidimensional, and Tree Orders
    • Q. Stout
    • Computer Science, Mathematics
    • ArXiv
    • 2015
    • 1
    • PDF
    Isotonic Regression for Multiple Independent Variables
    • Q. Stout
    • Mathematics, Computer Science
    • Algorithmica
    • 2013
    • 31
    • PDF
    Algorithms for Lipschitz Learning on Graphs
    • 47
    • PDF
    Isotonic Regression via Partitioning
    • Q. Stout
    • Mathematics, Computer Science
    • Algorithmica
    • 2012
    • 27
    • PDF
    On risk bounds in isotonic and other shape restricted regression problems
    • 100
    • PDF
    A Nearly-m log n Time Solver for SDD Linear Systems
    • 229
    • PDF
    The Isotron Algorithm: High-Dimensional Isotonic Regression
    • 88
    • PDF
    Weighted isotonic regression under the L1 norm
    • 24
    • PDF