online-ml/river

Recursive least squares

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#1,378 opened on Nov 1, 2023

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 (5 comments) (0 reactions) (1 assignee)Python (4,574 stars) (553 forks)batch import
Good first issueNew feature

Description

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

Contributor guide

Tech stack
python
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.
3
Estimated timeA rough time range for an experienced contributor to investigate, implement, test, and prepare a pull request.
3-5 days
Activity statusHow available the issue appears right now: fresh, active, stale, blocked, or waiting on maintainer input.
blocked
ClarityHow clearly the issue explains the expected change, acceptance criteria, and next step.
mostly clear
Prerequisites
linear algebraonline learningPython
Newbie friendlinessA 1-100 score estimating how approachable this issue is for first-time contributors.
15
Research direction
Investigate existing linear model implementations in river/linear model/ to understand the base classes and API patterns. Implement the recursive least squares algorithm using numpy for matrix operations, following the structure of similar online learners. Reference the provided resources for the algorithm details. Note that this issue has an assignee, so coordinate with them to avoid duplicated effort.