IsotonicRegression fits a non-decreasing function to data. It solves the following problem:
where each is strictly positive and each 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.
© 2007–2016 The scikit-learn developers
Licensed under the 3-clause BSD License.