A simple illustration of interleaved learning using Kalman filter for linear least squares

Majnu John; Yihren Wu

doi:10.1016/j.rinam.2023.100409

A simple illustration of interleaved learning using Kalman filter for linear least squares

Results Appl Math. 2023 Nov:20:None. doi: 10.1016/j.rinam.2023.100409.

Authors

Majnu John^{1

2}, Yihren Wu³

Affiliations

¹ Departments of Mathematics and of Psychiatry, Hofstra University, Hempstead, NY, USA.
² Feinstein Institutes of Medical Research, Northwell Health System, Manhasset, NY, USA.
³ Department of Mathematics, 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.

Keywords: Interleaved learning; Kalman filter; Linear least squares.

Abstract

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