The class `IsotonicRegression`

fits a non-decreasing function to data. It solves the following problem:

minimize

subject to

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.

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Licensed under the 3-clause BSD License.

http://scikit-learn.org/stable/modules/isotonic.html