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 (553 forks)batch import
Good first issueNew feature

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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

Research direction
Study the existing linear regression implementation in River for patterns, then implement RLS based on the provided resources, using the recursive update equations.
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.
2
Estimated timeA rough time range for an experienced contributor to investigate, implement, test, and prepare a pull request.
1-2 days
Activity statusHow available the issue appears right now: fresh, active, stale, blocked, or waiting on maintainer input.
Active
ClarityHow clearly the issue explains the expected change, acceptance criteria, and next step.
Clear
Prerequisites
Pythonmachine learning
Newbie friendlinessA 1-100 score estimating how approachable this issue is for first-time contributors.
60