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Best Response Regression

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brreg.zip (92 kb) C sources, version 1.0 (2020.04.01)
brreg.tar.gz (81 kb)
brreg.py (33 kb) Python source

Description

Although regression is among the oldest areas of statistics, new approaches may still be found. One recent suggestion is Best Response Regression [Ben-Porat and Tennenholtz 2017], where one tries to find a regression function that provides, for as many instances as possible, a better prediction than some reference regression function. This implementation uses a new method for Best Response Regression that is based on gradient ascent rather than mixed integer programming.

Details about the theory underlying this approach can be found in: