# Questions tagged [online]

Online algorithms refer to computations that are performed iteratively, with data arriving during the computation. For questions focusing on the Internet, please use the "internet" tag.

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### Online estimation of a quadratic form

I have a functional form $y = x^T Q x + b^T x + c$, with $Q, b, c$ to be estimated, $x \in \mathbb{R}^n$ and $n$ varies around 10-20, depending on the problem. $x$ is sampled from a known Gaussian ...
24 views

### Does this exist: Recursive Least Absolute Deviation-Regression?

For least squares regression there exists the Recursive Least Squares algorithm which allows to find the least squares solution online. Does something similar exist for Least Absolute Deviation ...
100 views

### What are good resources for online time series forecasting? [closed]

I have a project in which I'm given the state of the order book for a stock every 1ms, and I need to predict the return on the stock 2 minutes in the future using this information. I haven't been able ...
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### Recursive ARIMA

I am trying to implement recursive ARIMA that would just update the parameters with new data point, rather than re-estimate them from scratch, without taking into account the previous model. What I ...
66 views

### What is the best strategy for the simplified version of the multi-armed bandit?

Consider a simplified version of the multi-armed bandit problem, where: like in the standard multi-armed bandit: when you pull the lever of 1 bandit you win/lose some amount from that bandit ...
17 views

### How do you find the median of a long list of unsorted integers that can only be loaded in the memory in batches? [duplicate]

Say we have a really long list of integers and they can only be loaded in batches/chunks in the memory. Also, the numbers are random and not sorted. How do you find the grand median of all the ...
21 views

### How can I compute standard deviation without k observations

For a given variable $X$, we compute the standard deviation. Now I removed $k$ observations from $X_n$ and I would like to compute the new standard deviation $\sigma_{(k)}$ using $\sigma_{n}$. I ...
10 views

### Analyzing the effect of terms on the continuation of an on-line discussion

The Data I am analyzing approximately 200 million online "threaded" posts (think USENET NEWS, Google Groups, Reddit, etc.). The posts have a tree structure like so: ...
8 views

### Calculate standard deviation of a set of numbers in one cycle over the numbers without knowing average in advance [duplicate]

I have an set of numbers that I need to calculate standard deviation of. I want to do it in a single cycle over that set and I don't know the average of the array beforehand. I need it for my program: ...
59 views

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### Tuning distance threshold in online clustering

In online clustering there are approaches where a threshold $r$ on the distance to the nearest cluster is used to determine whether a new data point should be associated to an existing cluster or ...
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### What is the relationship between Online Learning and Statistical Learning?

Online Learning also known as Online Convex Opimization has famous algorithms like Follow-the-Leader and Online Gradient Descent (See OCO Book) Now stoastic programming has algorithms like Sample ...
63 views

### on-line regression with 1 output [closed]

I have 12 input variables from sensor (IMU) to predict 1 output (Speed of a boat) variable. Is it possible to use regression (or something else?) in this case where it is a continuous data stream from ...
129 views

### Practical realities of updating a trained model with new data

In my day to day work, I train models on data using R packages that have no extension for Bayesian priors. I will generally have a large dataset to start off with, and add new data as needed. Any ...
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### Are there specific Machine Learning Algorithms that are more indicated for Real Time Analytics?

As the title suggests, I am wondering if there are specific ML algorithms that are more suitable for real time learning. In my case, I am working on deploying a stacking algorithm on Spark Streaming ...
239 views

### Regret in online learning

In online learning/online convex optimization, it's often the case that you compare your algorithm against the best action in hindsight (i.e., from https://people.cs.umass.edu/~akshay/courses/cs690m/...
28 views

### Transforming an echo state network to online training

I have recently become interested in echo state networks, I've been using the simple introduction to ESNs here https://mantas.info/wp/wp-content/uploads/simple_esn/minimalESN.py by Dr. Mantas ...
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### What is the effect of the use of online-learning algorithms on non streaming data?

I am wondering what the effects of using a passive-aggressive classifier instead of something like a SVM classifier on a non-streaming data would be. In other words, what are the general assumptions ...
16 views

### Recursive least square with incomplete data

If we have a system $\mathbf{Y}_t = \mathbf{A}_0 + \mathbf{v}_t$, in which $\mathbf{v}_t$ is the noise. Using the first $t$ samples, we can estimate $\mathbf{A}_0$ by the arithmetic (sample) mean, ...
2k views

### How to frequently update classification model with new training data?

How do I incorporate a new stream of data into my classification model? Do I have to retrain the model from the beginning every time I want to incorporate new data, or can I update the existing model ...
45 views

### Any previous work on online coordinate descent, where a new coordinate appears at each iteration?

I'd like to analyze the behavior of coordinate descent algorithms, where as a twist, at each iteration, a new variable appears. For example, if $T$ is my total number of iterations, then at iteration \$...
116 views

### What test to use to find the probability of highest value?

If I have a vector of around 40 values each with a normally distributed error, is there an easy way to figure out the probability of each element being the element with maximal true value? For context,...
31 views

### Online estimation of drifting discrete probability

I recently come across (in a practical setting) to the following problem. Suppose I receive items from a finite set ,one at a time . At each moment one item is drawn independently from an unknown ...
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### Performance of Hierarchical Temporal Memory on unsupervised online anomaly detection problems

I'm looking for an algorithm to detect anomalies in streaming data (server metrics). The detection needs to be near-real time and unsupervised (labeled data will never be available, unfortunately, and ...