G. Ferrari-Trecate, M. Muselli, D. Liberati, and M. Morari. A learning algorithm for piecewise linear regression. In M. Marinaro and R. Tagliaferri, editors, Neural Nets: WIRN VIETRI-01, 12th Italian Workshop on Neural Nets (Vietri sul Mare, Italy, 17=19 May 2001) , pages 114--119. Springer, London, 2001.
A new learning algorithm for solving piecewise linear regression problems is proposed. It is able to train a proper multilayer feedforward neural network so as to reconstruct a target function assuming a different linear behavior on each set of a polyhedral partition of the input domain. The proposed method combine local estimation, clustering in weight space, classification and regression in order to achieve the desired result. A simulation on a benchmark problem shows the good properties of this new learning algorithm.