Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Continuously Updating Generalized Method of L-Moments (L-CUE or L-CUGMM) #299

Open
jorenham opened this issue Aug 24, 2024 · 0 comments
Open
Labels
enhancement New feature or request

Comments

@jorenham
Copy link
Owner

Currently there's only the _loss_step loss function that's used by L-GMM in lmo.inference.fit. Implementing L-CUGMM would involve creating a _loss_cue. Unlike _loss_step, the _loss_cue loss function updates the weight matrix at each iteration.

@jorenham jorenham added the enhancement New feature or request label Aug 24, 2024
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
enhancement New feature or request
Projects
None yet
Development

No branches or pull requests

1 participant