An EM-Based Piecewise Linear Regression Algorithm

This contribution describes an EM-like piecewise linear regression algorithm that uses information about the target variable to determine a meaningful partitioning of the input space. The main goal of this approach is to incorporate information about the target variable in the prototype selection process of a piecewise regression approach. Furthermore, the proposed approach is designed to provide an interpretable solution by restricting the dimensionality of the local regression models. We will show that our approach achieves a similar predictive performance on benchmark problems compared to standard regression methods - while the model complexity of our approach is reduced.