online-ml/river

Recursive least squares

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#1,378 创建于 2023年11月1日

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 (5 评论) (0 反应) (1 负责人)Python (4,574 star) (553 fork)batch import
Good first issueNew feature

描述

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

贡献者指南

技术栈
python
领域
machine learning
议题类型
feature
难度面向新贡献者的预计实现难度，1 表示很小改动，5 表示专家级工作。
3
预计时间有经验贡献者完成调查、实现、测试并准备 pull request 的粗略时间范围。
3-5 days
活动状态议题当前的可参与程度：新鲜、活跃、陈旧、阻塞或等待维护者输入。
blocked
清晰度议题是否清楚说明期望改动、验收标准和下一步。
mostly clear
前置要求
linear algebraonline learningPython
新手友好度1-100 的估计分数，表示该议题对首次贡献者的友好程度。
15
研究方向
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.
Recursive least squares · online-ml/river#1378 | Good First Issue