翻訳と辞書 Words near each other ・ Iterative aspect ・ Iterative closest point ・ Iterative compression ・ Iterative deepening A* ・ Iterative deepening depth-first search ・ Iterative design ・ Iterative impedance ・ Iterative learning control ・ Iterative method ・ Iterative proportional fitting ・ Iterative Receiver Design ・ Iterative reconstruction ・ Iterative refinement ・ Iterative Template Library ・ Iterative Viterbi decoding ・ Iteratively reweighted least squares ・ Iterator ・ Iterator pattern ・ Iteri language ・ Iteris ・ ITerm2 ・ Itero de la Vega ・ Itero del Castillo ・ Iteron ・ Ites ・ Itesalat ・ Itesham Uddin ・ Itesiwaju ・ ITest ・ Itet Dictionary Lists mini英和辞書 mini和英辞書 Webster 1913 Latin-English FOLDOC Wikipedia English ウィキペディア

翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Iteratively reweighted least squares ： ウィキペディア英語版 Iteratively reweighted least squares The method of iteratively reweighted least squares (IRLS) is used to solve certain optimization problems with objective functions of the form: :$\backslash underset\; ^n\; \backslash big|\; y\_i\; -\; f\_i\; (\backslash boldsymbol\backslash beta)\; \backslash big|^p,$ by an iterative method in which each step involves solving a weighted least squares problem of the form: :$\backslash boldsymbol\backslash beta^\; =\; \backslash underset\; ^n\; w\_i\; (\backslash boldsymbol\backslash beta^)\; \backslash big|\; y\_i\; -\; f\_i\; (\backslash boldsymbol\backslash beta)\; \backslash big|^2.$ IRLS is used to find the maximum likelihood estimates of a generalized linear model, and in robust regression to find an M-estimator, as a way of mitigating the influence of outliers in an otherwise normally-distributed data set. For example, by minimizing the least absolute error rather than the least square error. Although not a linear regression problem, Weiszfeld's algorithm for approximating the geometric median can also be viewed as a special case of iteratively reweighted least squares, in which the objective function is the sum of distances of the estimator from the samples. One of the advantages of IRLS over linear programming and convex programming is that it can be used with Gauss–Newton and Levenberg–Marquardt numerical algorithms. == Examples == 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Iteratively reweighted least squares」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.