davisking/dlib

Add support of extended kernel recursive least squares algorithm

Open

#515 opened on Apr 4, 2017

View on GitHub
 (3 comments) (0 reactions) (0 assignees)C++ (12,570 stars) (3,314 forks)batch import
help wanted

Description

Hi!

In some domains kernel recursive least squares algorithms are very useful. As well they are also evolving. One of the interesting evolutions is described in A novel extended kernel recursive least squares algorithm by Pingping Zhu, Badong Chen in 2011. This combines KRLS and KF. May be there will be contributors that will add this functionality (or similar one) to the library in the future.

Thanks

Contributor guide

Tech stack
cpp
Domain
machine learning
Issue type
feature
DifficultyEstimated implementation difficulty for a new contributor, from 1 for very small changes to 5 for expert-level work.
5
Estimated timeA rough time range for an experienced contributor to investigate, implement, test, and prepare a pull request.
over 1 week
Activity statusHow available the issue appears right now: fresh, active, stale, blocked, or waiting on maintainer input.
stale
ClarityHow clearly the issue explains the expected change, acceptance criteria, and next step.
mostly clear
Prerequisites
C++kernel methodsrecursive least squaresKalman filter
Newbie friendlinessA 1-100 score estimating how approachable this issue is for first-time contributors.
10
Research direction
Refer to the paper 'A novel extended kernel recursive least squares algorithm' by Zhu and Chen. Study existing KRLS implementations in dlib's source code (e.g., in the ml/ directory) to understand the codebase patterns. Need to implement the extended KRLS algorithm combining KRLS and Kalman filter. The issue is a feature request with no further discussion; maintainers may need to provide guidance on acceptance criteria.