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Methods and Applications of Clusterwise Linear Regression

Clusterwise linear regression (CLR) is a well-known technique for approximating a data using more than one linear function. It is based on the combination of clustering and multiple linear regression methods. This paper provides a comprehensive survey and comparative assessments of CLR including model formulations, description of algorithms and their performance on small to large-scale synthetic and real-world data sets. Some applications of the CLR algorithms and possible future research directions are also discussed.