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From Phil Steitz <phil.ste...@gmail.com>
Subject Re: (MATH-607) Current Multiple Regression Object
Date Wed, 06 Jul 2011 18:36:19 GMT
On 7/6/11 11:12 AM, Ted Dunning wrote:
> In the simplest instance, an operator based solver might be able to
> advertise an incremental accumulation interface if it maintains an internal
> representation that could be used as a linear operator.  As more data is
> added, the internal representation could be augmented and then whatever form
> exists could be used when solving is required.  By retaining old solutions,
> some economy could be had relative to finding new solutions, but this would
> definitely not be a truly incremental solver.

OK, I get it now, you are talking about implementation.
> Whether an operator based solver is more low-level than any other solver is,
> of course, in the eye of the beholder.  I called the operator approach lower
> level simple because it could be hidden behind a facade to emulate the
> alternative view while a solver such as LUD cannot emulate operator based
> solutions.
>
> It is fine to push out such consideration as being out of scope, but I think
> it would be nice to consider them for just a moment since small changes now
> could facilitate later integration if that is desirable.
I get it now, thanks.  Its OK then to start with the public API that
Greg has suggested and look at operator approaches internally,
either from the get-go, or down the road.  Up to whoever is doing
the patching :)

Phil
> On Wed, Jul 6, 2011 at 11:03 AM, Phil Steitz <phil.steitz@gmail.com> wrote:
>
>>> Looking through commons there is public interface DecompositionSolver.
>>> Perhaps an extension of this interface is what you are thinking of?
>>>
>>> Phil what are your thoughts?
>> Sorry to be slow to respond on this.  I am not sure I understand
>> exactly what Ted is getting at, as it would seem that at least from
>> the model definition / data acquisition standpoint, what you have
>> defined is about as low-level as you can get and appropriate for the
>> use case, which is to support incremental adding / streaming of data
>> into a multiple regression model (like the "storeless" statistics
>> elsewhere in  [math]).  Enabling large models to be specified via
>> linear operators as well would be good if that is the suggestion,
>> but it is not clear to me how a linear operator model specification
>> interface could support the use case that the MATH-607 is addressing.


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