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Add non-negative least squares to statsmodels.
There is currently an implementation in scipy (http://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.nnls.html)
see also #1382
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SciPy has the option to use the Levenberg-Marquardt algorithm in the least_squares function via the `method="lm"` argument. This method doesn’t handle bounds, but in Pastas parse them by default. My s…
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Allow option for generalized least squares (i.e. instead of ||r(x)||^2, have ||r(x)||_A^2, where A is the inverse of the correlation matrix; see https://en.wikipedia.org/wiki/Generalized_least_squares…
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@nosliwg
Here is an example code using Total Least Squares for the camera pose estimation. If you want to add the initial guess at pose as a constraint in the least squares solution, the jacobian an…
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Need to add least squares function and tests.
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# Objective
Implement [WNGrad](https://arxiv.org/pdf/1803.02865) as outlined in Algorithm 1.
# To Do
- [x] Implement the method under `src/methods` following the general framework
- [x] Impl…
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I am working with Partial Least Squares in R. Is there any planned timeline for the PLS development for Julia?
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AFAICT the [implementation](https://github.com/JuliaStats/MultivariateStats.jl/blob/master/src/lreg.jl) of linear regression forms the `X'X` matrix then calculates `(X'X)⁻¹(X'y)` using Cholesky factor…
tpapp updated
6 years ago
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Request for the least squares loss to handle non-Gaussian continuous data with linear relations as described in Equation 1.3 of this preprint: https://arxiv.org/abs/1511.08963
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min_b Ab - y
b = A^+ y
where A^+ is the [pseudoinverse](https://en.wikipedia.org/wiki/Moore%E2%80%93Penrose_inverse) of A
See *Introduction to algorithms* by *TH Cormen, CE Leiserson, RL Rivest, …