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Recursive least squares

Open MaxHalford opened this issue 2 years ago • 5 comments

It seems RLS is a way to reach the same solution as batch linear regression. It's probably more expensive than SGD, but is still interesting.

Resources

MaxHalford avatar Nov 01 '23 16:11 MaxHalford

Hello, We are a group of students from the French engineering school IMT Atlantique, currently enrolled in a course that involves contributing to an open-source project. We are particularly interested in contributing to River ML and would like to work on resolving the following issue. Could we kindly request to be assigned to this issue? Have a nice day

slach31 avatar Oct 11 '24 12:10 slach31

Hey @slach31! That sounds great. I just assigned the issue to you :)

MaxHalford avatar Oct 12 '24 12:10 MaxHalford

Hello, As we near the completion of this task we want to inquire about the location you'd prefer the RLS file to be in the project repository. Have a nice day

slach31 avatar Nov 02 '24 16:11 slach31

Hey there. I'm not sure, but I guess this is a linear model, so the linear_model module should be appropriate. What do you think?

MaxHalford avatar Nov 02 '24 23:11 MaxHalford

Dear @MaxHalford, please, any plans to merge PR #1645 ?

gubertoli avatar Apr 08 '25 11:04 gubertoli