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From "J.Pietschmann" <j3322...@yahoo.de>
Subject Re: [jira] Commented: (MATH-85) [math] SimpleRegression getSumSquaredErrors
Date Thu, 13 Jul 2006 21:03:00 GMT
Phil Steitz wrote:
> I looked at this some more last night and now agree that if you are
> just computing SSE, scoring the data and running that one sum in a
> second pass should in general be more accurate.  The problem is, as
> Luc pointed out, the need to store all of the data and I don't see any
> way around that. 

That's what I meant by "more complex".

> If there are better stateless formulas, then we
> should look at them. 

I don't think there is a stateless formula not subject to numerical
problems in certain cases.

> I am still -0 on adding a separate stateful
> impl, but could be convinced if others feel differently and someone is
> willing to volunteer to research, code, doc and write tests for it.

I don't think it's worth the effort. The current behaviour should be
prominently documented, of course, and if someone can come up with
a way to warn unsuspecting users that the result may be somewhat
inaccurate in case the bit cancellation is detected, that would
be great (I'd like to avoid introducing a logging mechanism).

J.Pietschmann

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