Timeline for How do I build a regression model with integer constraints on parameters?
Current License: CC BY-SA 3.0
16 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jul 13, 2016 at 8:38 | vote | accept | dreamflasher | ||
| Jul 11, 2016 at 19:37 | history | edited | Haitao Du | CC BY-SA 3.0 |
added 993 characters in body
|
| Jul 11, 2016 at 19:25 | comment | added | Haitao Du | @DreamFlasher let me revise my answer and add Mark's answer. | |
| Jul 11, 2016 at 19:13 | comment | added | dreamflasher | hxd1011 @MarkL.Stone MIQP looks like what I want, hxd1011 do you want to add that to your answer or do you MarkL.Stone want to add another answer -- and then I'd accept either? :) | |
| Jul 11, 2016 at 13:18 | comment | added | Metariat | @MarkL.Stone Sorry I didn't read carefully the question. I thought that the constraints are that all the coefficients should be integer! | |
| Jul 11, 2016 at 12:57 | comment | added | Mark L. Stone | @DreamFlasher You want to use Mixed Integer Quadratic Programming software, which has the acronym MIQP. | |
| Jul 11, 2016 at 12:55 | comment | added | Mark L. Stone | I don't think the proposal by @Matemattica makes any sense at all. | |
| Jul 11, 2016 at 8:15 | comment | added | dreamflasher | Thank you very much hxd1011 and @MarkL.Stone -- there are many $\pi_i$. Nevertheless a good idea to do brute force for small cases. Can you elaborate a bit more for integer programming? Are there readily available tools which achieve that? Mattemattica: That's an interesting idea too, does it work? | |
| Jul 8, 2016 at 21:08 | comment | added | Metariat | I think the better solution is to fit the normal regression without any constraint. Then to do the search only on the voisinage of the continuous solution! | |
| Jul 8, 2016 at 16:51 | comment | added | Haitao Du | replaced with wikipeida link | |
| Jul 8, 2016 at 16:50 | history | edited | Haitao Du | CC BY-SA 3.0 |
added 174 characters in body
|
| Jul 8, 2016 at 16:43 | comment | added | Mark L. Stone | I also think your "Local Search" link will just confuse matters. | |
| Jul 8, 2016 at 16:35 | history | edited | Haitao Du | CC BY-SA 3.0 |
added 65 characters in body
|
| Jul 8, 2016 at 16:07 | comment | added | Mark L. Stone | I don't think constraint programming is going to do the trick here. | |
| Jul 8, 2016 at 15:47 | history | edited | Haitao Du | CC BY-SA 3.0 |
added 138 characters in body
|
| Jul 8, 2016 at 15:42 | history | answered | Haitao Du | CC BY-SA 3.0 |