lolo icon indicating copy to clipboard operation
lolo copied to clipboard

Published 20 hours ago • verified publisher icon CitrineInformatics

Make linear regression numerically stable.

Open gregor-robinson opened this issue 4 years ago • 0 comments

LinearRegressionLearner solves for linear coefficients a pseudoinverse, which is numerically unstable. It should be trivial to replace this with a LAPACK dgels or dgelsd.

gregor-robinson avatar Mar 24 '20 03:03 gregor-robinson