This is documentation for an old release of Scikit-learn (version 0.21). Try the latest stable release (version 1.6) or development (unstable) versions.

This is documentation for an old release of Scikit-learn (version 0.21). 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(yiˆyi)2

subject to ˆymin=ˆy1ˆy2...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.

../_images/sphx_glr_plot_isotonic_regression_0011.png