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Published 20 hours ago • verified publisher icon mpickering

IPE: Incrementally compute linear regression

Open mpickering opened this issue 3 years ago • 0 comments

At the moment the linear regression is computed by collecting all the samples, and then calling linearRegressionRSqr. OTOH, the mean and stddev are computed incrementally.

Linear regression can also be computed incrementally using the approach outlined in this paper - https://dbs.ifi.uni-heidelberg.de/files/Team/eschubert/publications/SSDBM18-covariance-authorcopy.pdf

mpickering avatar Dec 07 '20 09:12 mpickering