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Add Batch Updates #2

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simon-hirsch opened this issue Jul 5, 2024 · 2 comments
Open

Add Batch Updates #2

simon-hirsch opened this issue Jul 5, 2024 · 2 comments
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enhancement New feature or request

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@simon-hirsch
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Currently, the OnlineGamlss().update(...) call only takes a single new row of data. We should extend this to allow for batch updates. Caution necessary: We need to treat the discounting (forget), RSS update and the deviance updates correctly.

@simon-hirsch simon-hirsch added this to the First stable Version milestone Jul 5, 2024
@simon-hirsch simon-hirsch added the enhancement New feature or request label Jul 31, 2024
@fkiraly
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fkiraly commented Sep 13, 2024

suggestion: could be done in two steps

  1. first write this logic: if a batch is passed, internally just call update repeatedly with a single row, this brings the API to the end state
  2. potentially add smarter logic for this case, under the hood, without changing the public interface

@simon-hirsch
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First step done: The Gramians allow batch updates now! MR #30

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