[ https://issues.apache.org/jira/browse/MATH-607?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
greg sterijevski updated MATH-607: ---------------------------------- Attachment: updating_reg_ifaces This is the patch file with the proposed changes. > Current Multiple Regression Object does calculations with all data incore. > There are non incore techniques which would be useful with large datasets. > ----------------------------------------------------------------------------------------------------------------------------------------------------- > > Key: MATH-607 > URL: https://issues.apache.org/jira/browse/MATH-607 > Project: Commons Math > Issue Type: New Feature > Affects Versions: 3.0 > Environment: Java > Reporter: greg sterijevski > Labels: Gentleman's, QR, Regression, Updating, decomposition, > lemma > Fix For: 3.0 > > Attachments: updating_reg_ifaces > > Original Estimate: 840h > Remaining Estimate: 840h > > The current multiple regression class does a QR decomposition on the complete > data set. This necessitates the loading incore of the complete dataset. For > large datasets, or large datasets and a requirement to do datamining or > stepwise regression this is not practical. There are techniques which form > the normal equations on the fly, as well as ones which form the QR > decomposition on an update basis. I am proposing, first, the specification of > an "UpdatingLinearRegression" interface which defines basic functionality all > such techniques must fulfill. > Related to this 'updating' regression, the results of running a regression on > some subset of the data should be encapsulated in an immutable object. This > is to ensure that subsequent additions of observations do not corrupt or > render inconsistent parameter estimates. I am calling this interface > "RegressionResults". > Once the community has reached a consensus on the interface, work on the > concrete implementation of these techniques will take place. > Thanks, > -Greg -- This message is automatically generated by JIRA. For more information on JIRA, see: http://www.atlassian.com/software/jira