LinearRegression: Create a streamer for updating a linear regression model

In THargreaves/online-oceanarium: Online Oceanarium

Description

LinearRegressions creates a streaming algorithm that can calculate and update linear regression coefficients.

Format

An R6Class generator object

Methods

Public methods

• LinearRegression$new()

• LinearRegression$update()

• LinearRegression$clone()

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Method new()

Creates a new LinearRegression streamer object.

Usage

LinearRegression$new(X, y, fit_intercept = TRUE, method = "woodbury")

Arguments

X

initial design matrix

y

initial labels

fit_intercept

if 'TRUE', add an intercept to the model

method

the method used to update regression coefficients

Returns

The new LinearRegression (invisibly)

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Method update()

Updates the regression coefficient based on new data

Usage

LinearRegression$update(X, y)

Arguments

X

new design matrix

y

new labels

#' @return The updated LinearRegression (invisibly)

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Method clone()

The objects of this class are cloneable with this method.

Usage

LinearRegression$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

Examples

X <- matrix(c(3, 1, 4, 1, 5, 9, 2, 6), ncol = 2)
y <- c(2, 7, 1, 8)
reg <- LinearRegression$new(X, y)
X_new <- matrix(c(5, 3, 5, 8), ncol = 2)
y_new <- c(2, 8)
reg$update(X_new, y_new)

THargreaves/online-oceanarium documentation built on Jan. 13, 2022, 10:39 p.m.