• Corpus ID: 1650609

Primal-Dual Active-Set Methods for Isotonic Regression and Trend Filtering

@article{Han2015PrimalDualAM,
  title={Primal-Dual Active-Set Methods for Isotonic Regression and Trend Filtering},
  author={Zheng Han and Frank E. Curtis},
  journal={ArXiv},
  year={2015},
  volume={abs/1508.02452}
}
Isotonic regression (IR) is a non-parametric calibration method used in supervised learning. [] Key Result In addition, we propose PDAS variants (with safeguarding to ensure convergence) for solving related trend filtering (TF) problems, providing the results of experiments to illustrate their effectiveness.
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