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https://issues.apache.org/jira/browse/MATH-607?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13069326#comment-13069326
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Phil Steitz commented on MATH-607:
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To add global fit statistics, yes, we add properties and getters. No easier to
add constants and expand the array. The public API needs to expose the new
stats in either case. As I said, if it turns out that just the fit statistics
are useful by themselves, it may make sense to encapsulate them in a separate
class and have RegressionResults have one of these as a member.
The ML thread I was referring to is the thread on commons-dev with subject
"RegressionModelSpecificationException"
> Current Multiple Regression Object does calculations with all data incore.
> There are non incore techniques which would be useful with large datasets.
> -----------------------------------------------------------------------------------------------------------------------------------------------------
>
> Key: MATH-607
> URL: https://issues.apache.org/jira/browse/MATH-607
> Project: Commons Math
> Issue Type: New Feature
> Affects Versions: 3.0
> Environment: Java
> Reporter: greg sterijevski
> Labels: Gentleman's, QR, Regression, Updating, decomposition,
> lemma
> Fix For: 3.0
>
> Attachments: RegressResults2, millerreg, millerreg_take2,
> millerregtest, regres_change1, updating_reg_cut2, updating_reg_ifaces
>
> Original Estimate: 840h
> Remaining Estimate: 840h
>
> The current multiple regression class does a QR decomposition on the complete
> data set. This necessitates the loading incore of the complete dataset. For
> large datasets, or large datasets and a requirement to do datamining or
> stepwise regression this is not practical. There are techniques which form
> the normal equations on the fly, as well as ones which form the QR
> decomposition on an update basis. I am proposing, first, the specification of
> an "UpdatingLinearRegression" interface which defines basic functionality all
> such techniques must fulfill.
> Related to this 'updating' regression, the results of running a regression on
> some subset of the data should be encapsulated in an immutable object. This
> is to ensure that subsequent additions of observations do not corrupt or
> render inconsistent parameter estimates. I am calling this interface
> "RegressionResults".
> Once the community has reached a consensus on the interface, work on the
> concrete implementation of these techniques will take place.
> Thanks,
> -Greg
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