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Linear regression #20

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ocramz opened this issue Dec 26, 2017 · 0 comments

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documentation help wanted

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Linear regression

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ocramz commented Dec 26, 2017

Write a howto/tutorial comparing a few ways of doing linear regression in Haskell.

Frequentist

least-squares linear regression (e.g. with hmatrix)
LASSO linear regression (?) (needs cyclical coordinate descent)
- theory : Chapter 3 of Hastie, Tibshirani, Friedman

Bayesian

Closed-form posterior
- theory : Chapter 3 of Bishop
Sampling-based (i.e. no closed form posterior)
- e.g. Markov chain MC (via http://hackage.haskell.org/package/declarative )
- theory and algorithms : e.g. http://matt-wand.utsacademics.info/webStatSem/bayLinRegWbLec2x2.pdf

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