SCR-Benchmark-SCPR

This repository contains the results of shape-constrained polynomial regression (SCPR) on datasets of our shape-constrained regression benchmark SCR-Benchmark.

Shape-constrained polynomial regression (SCPR)

The hyperparameters of SCPR are the total degree- $d$ of the polynomial, $\lambda$, to determine the strength of regularization, and $\alpha$ to balance the 1-norm and the 2-norm penalties. We solve the semidefinite programming problem using the commercial solver Mosek. Cf. Hall for a detailed mathematical description of SCPR.