The other way that regression is done at scale is with a linear operator. This linear operator is often defined by the behavior of some external system that is not susceptible to incremental construction. A good example is a large text retrieval system.
It would be useful to support that style interface as well. On Wed, Jul 6, 2011 at 9:29 AM, Greg Sterijevski <gsterijev...@gmail.com>wrote: > Borrowing liberally from the SimpleRegressionClass, the above > functionality > describes most of what a user would expect from a classical regression > analysis. What the interface buys us is the ability to support the many > ways > to generate the results above: QR factorizations, in place gaussian > elimination, incremental SVD and so forth. >
