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From Chris Bates <christopher.andrew.ba...@gmail.com>
Subject Least Square Regression in Mahout?
Date Fri, 20 Aug 2010 19:37:34 GMT
Hi all,

I'm new to the list.  I have a bunch of algorithms that I have prototyped
during my PhD research in Matlab, but would like to apply them to some
datasets that are potentially larger than would fit into memory.

One very simple algorithm is a polynomial least square regression that I'd
like to implement, but unsure where to start.  In Matlab I've used 2
matrices, where one is transposed. I've also used a pseudo-inverse function.

Can this algorithm be implemented in Mahout? Is it already implemented?  Are
there links that I could read that would point me towards that answer? Are
there other packages I could use??  I've heard of UJMP and JAMA, but haven't
used them.  I also know python, so perhaps NumPy and SciPy would be of help,
but doubt their scalability.

Thanks in advance for your help!

Chris

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