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List:       jakarta-commons-dev
Subject:    [jira] [Updated] (MATH-607) Current Multiple Regression Object does
From:       "greg sterijevski (JIRA)" <jira () apache ! org>
Date:       2011-06-30 4:59:28
Message-ID: 1779562437.4486.1309409968995.JavaMail.tomcat () hel ! zones ! apache ! org
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     [ https://issues.apache.org/jira/browse/MATH-607?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel \
]

greg sterijevski updated MATH-607:
----------------------------------

    Attachment: updating_reg_ifaces

This is the patch file with the proposed changes.

> Current Multiple Regression Object does calculations with all data incore. There \
>                 are non incore techniques which would be useful with large \
>                 datasets.
> -----------------------------------------------------------------------------------------------------------------------------------------------------
>  
> Key: MATH-607
> URL: https://issues.apache.org/jira/browse/MATH-607
> Project: Commons Math
> Issue Type: New Feature
> Affects Versions: 3.0
> Environment: Java
> Reporter: greg sterijevski
> Labels: Gentleman's, QR, Regression, Updating, decomposition, lemma
> Fix For: 3.0
> 
> Attachments: updating_reg_ifaces
> 
> Original Estimate: 840h
> Remaining Estimate: 840h
> 
> The current multiple regression class does a QR decomposition on the complete data \
> set. This necessitates the loading incore of the complete dataset. For large \
> datasets, or large datasets and a requirement to do datamining or stepwise \
> regression this is not practical. There are techniques which form the normal \
> equations on the fly, as well as ones which form the QR decomposition on an update \
> basis. I am proposing, first, the specification of an "UpdatingLinearRegression" \
> interface which defines basic functionality all such techniques must fulfill.  \
> Related to this 'updating' regression, the results of running a regression on some \
> subset of the data should be encapsulated in an immutable object. This is to ensure \
> that subsequent additions of observations do not corrupt or render inconsistent \
> parameter estimates. I am calling this interface "RegressionResults".   Once the \
> community has reached a consensus on the interface, work on the concrete \
> implementation of these techniques will take place. Thanks,
> -Greg

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