ML IALGO LINREG

ML_IALGO_LINREG = [integer]
Default: ML_IALGO_LINREG = 1 

Description: This tag determines with which algorithm to solve the system of linear equations in the ridge regression method for machine learning.

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In the ridge regression method for machine learning one needs to solve for the unknown weights $\mathbf{w}$ within the following equations

$\mathbf{Y} = \mathbf{\Phi} \mathbf{w}.$

The following options are available:

• ML_IALGO_LINREG=1: Bayesian linear regression (see here). Usable with NSW$\ge$1.
• ML_IALGO_LINREG=2: QR factorization. Usable with NSW=0,1.
• ML_IALGO_LINREG=3: Singular value decomposition. Usable with NSW=0,1.
• ML_IALGO_LINREG=4: Singular value decomposition with Tikhonov regularization. Usable with NSW=0,1.

Related Tags and Sections

ML_LMLFF, ML_W1, ML_WTOTEN, ML_WTIFOR, ML_WTSIF, ML_ISTART

Examples that use this tag

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