| IRLS |
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| • | For a linear
model with a squared error, the |
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| optimal weights
are given by |
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| • | This can be
derived as a single update on the |
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| initial weight
vector in which the gradient vector |
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| is pre-multiplied
by the inverse of the curvature |
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| of the error
surface to decide the direction and |
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| magnitude of the
weight update: |
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