This is documentation for an old release of Scikit-learn (version 0.20). Try the latest stable release (version 1.6) or development (unstable) versions.
1.15. Isotonic regression¶
The class IsotonicRegression
fits a non-decreasing function to data.
It solves the following problem:
minimize ∑iwi(yi−ˆyi)2
subject to ˆymin=ˆy1≤ˆy2...≤ˆyn=ˆymax
where each wi is strictly positive and each yi is an arbitrary real number. It yields the vector which is composed of non-decreasing elements the closest in terms of mean squared error. In practice this list of elements forms a function that is piecewise linear.