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stochastic gradient descent algorithm
Renewable Estimation and Incremental Inference in Generalized Linear Models with Streaming Datasets
This paper presents an incremental updating algorithm to analyze streaming datasets using generalized linear models. The proposed method is formulated within a new framework of renewable estimation and incremental inference, in which the estimates …
A new framework of real-time estimation and incremental inference in generalized linear models (GLMs) with cross-sectional data streams.