Lecture 12: Dynamic Programming - Segmented Least Squares

In this lecture we continue with the dynamic programming algorithmic design. The next example is the problem of segmented least squares, where a set of points in the plane are to be approximated by piecewise linear functions. The objective is to balance between the accuracy of approximation (using the sum of squared errors) and the complexity of models in terms of the number of linear segments used. The problem is formulated and solved using dynamic programming. The instruction language is Arabic, however, all material, slides, formulations, algorithms, definitions, concepts, etc., are given in English.