|brreg.zip||(92 kb)||C sources, version 1.0 (2020.04.01)|
|brreg.py||(33 kb)||Python source|
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: