Abstract This paper presents a family of methods for locating/fitting hyperplanes with respect to a given set of points. We introduce a general framework for a family of aggregation criteria, based on ordered weighted operators, of different distance-based errors. The most popular methods found in the specialized literature, namely least sum of squares, least absolute deviation, least quantile of squares or least trimmed sum of squares among many others, can be cast within this family as particular choices of the errors and the aggregation criteria. Unified mathematical programming formulations for these methods are provided and some interesting cases are analyzed. The most general setting give rise to mixed integer nonlinear programming problems. For those situations we present inner and outer linear approximations to assess tractable solution procedures. It is also proposed a new goodness of fitting index which extends the classical coefficient of determination and allows one to compare different fitting hyperplanes. A series of illustrative examples and extensive computational experiments implemented in R are provided to show the applicability of the proposed methods.
Locating hyperplanes to fitting set of points: A general framework
V. Blanco,J. Puerto,R. Salmerón
Published 2018 in Computers & Operations Research
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- Publication year
2018
- Venue
Computers & Operations Research
- Publication date
2018-07-01
- Fields of study
Mathematics, Computer Science
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