I would be interested in these. You might see if/how they fit in, e.g., with Regression.jl.
Cheers, Kevin On Fri, Apr 24, 2015 at 2:09 PM, Tom Breloff <[email protected]> wrote: > I'm considering writing packages for the following online (i.e. updating > models on the fly as new data arrives) techniques, but this functionality > might exist already, or there might be a package that I should contribute > to instead of writing my own: > > - Online PCA (such as "Candid covariance-free incremental principal > component analysis") > - Online flexible least squares (time-varying regression weights) > - Online support vector machines/regressions > > Are there any packages that might have this functionality, or even a good > framework that I could/should add to? Does anyone else have a need for > these algorithms? >
