1.15. Isotonic regression

1.15. Isotonic regression# The class IsotonicRegression fits a non-decreasing real function to 1-dimensional data. It solves the following problem: subject to \(\hat{y}_i \le \hat{y}_j\) whenever \(X_i \le X_j\), where the weights \(w_i\) are strictly positive, and both X and y are arbitrary real quantities. The increasing parameter changes the constraint to \(\hat{y}_i \ge \hat{y}_j\) whenever \(

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“a non-decreasing function to data”