Piece-wise Linear Functions

The dynamic programming algorithm computes for each node i (from bottom leaf to top root) the derivatives of the objective function restricted to the subtree starting at i. It turns out that the derivative is always a piecewise-linear function. Therefore it suffices to store the kinks.

Passing over a kink is called an event; the information that defines it is stored in

TreeLas.Pwl — Module

Piecewise linear functions, stored in terms of an array of kinks (i.e. events).

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TreeLas.Pwl.Event — Type

Change of the derivative.

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The change (Delta) in the intercept is given by

TreeLas.Pwl.intercept — Function

intercept(e)

Intercept (also called offset); implicitly encoded in the Event.

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