Joel Witzke

Fast Min-$\epsilon$ Segmented Regression using Constant-Time Segment Merging

Segmented regression is a statistical method that approximates a function $f$ by a piecewise function $\hat{f}$ using noisy data samples. *Min-$\epsilon$* approaches aim to reduce the regression function's mean squared error (MSE) for a given number of $k$ segments. An optimal solution for *min-$\ep…