A simple illustration of interleaved learning using Kalman filter for linear least squares
Majnu John1,2, Yihren Wu3
1Departments of Mathematics and of Psychiatry, Hofstra University, Hempstead, NY, USA.
Abstract:
Interleaved learning in machine learning algorithms is a biologically inspired training method with promising results. In this short note, we illustrate the interleaving mechanism via a simple statistical and optimization framework based on Kalman Filter for Linear Least Squares.
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