Skip to main content
2 of 2
edited tags
chl
  • 55.4k
  • 23
  • 235
  • 411

Are there algorithms for computing "running" linear or logistic regression parameters?

A paper "Accurately computing running variance" at http://www.johndcook.com/standard_deviation.html shows how to compute running mean, variance and standard deviations.

Are there algorithms where the parameters of a linear or logistic regression model can be similarly "dynamically" updated as each new training record is provided?

adrcuth