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A related really cool thing I learned in grad school is that you can implement Deming regression (https://en.wikipedia.org/wiki/Deming_regression https://en.wik
by gpcz 11y ago
A related really cool thing I learned in grad school is that you can implement Deming regression (https://en.wikipedia.org/wiki/Deming_regression https://en.wikipedia.org/wiki/Deming_regression) by storing the moments (outer product sum and point sum) of the training points and then finding the dominant eigenvector of the outer product sum using a singular value decomposition. Since you can approximate the directional part of a 2x2 SVD with atan2(), it effectively becomes a O(1) operation to add or remove training points.
(specifics here: https://april.eecs.umich.edu/courses/eecs568_f12/linefitting.pdf https://april.eecs.umich.edu/courses/eecs568_f12/linefitting... )
- jaytaylor 11y agoThat is very cool. I love how closely the formal math relates to the actual code needed/involved.
- alexhwoods 11y agoagreed