[FLINK-5525] Streaming Version of a Linear Regression model

• Type: New Feature
• Status: Closed
• Priority: Major
• Resolution: Won't Do
• Component/s: Library / Machine Learning
• Assignee: Unassigned
• Reporter: Stavros Kontopoulos
• Created: 17/Jan/17 12:08
• Updated: 28/Feb/19 22:57
• Resolved: 28/Feb/19 22:57

Description

Given the nature of Flink we should have a streaming version of the algorithms when possible.
Update of the model should be done on a per window basis.
An extreme case is: https://en.wikipedia.org/wiki/Online_machine_learning

Resources

[1] http://scikit-learn.org/dev/modules/scaling_strategies.html#incremental-learning
[2] http://stats.stackexchange.com/questions/6920/efficient-online-linear-regression
[3] https://spark.apache.org/docs/1.1.0/mllib-linear-methods.html

Issue Links

• requires: FLINK-2013 Create generalized linear model framework