About: Iteratively reweighted least squares

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The method of iteratively reweighted least squares (IRLS) is used to solve certain optimization problems with objective functions of the form of a p-norm: by an iterative method in which each step involves solving a weighted least squares problem of the form: 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 errors rather than the least square errors.

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rdfs:label	Iteratively reweighted least squares (en)
rdfs:comment	The method of iteratively reweighted least squares (IRLS) is used to solve certain optimization problems with objective functions of the form of a p-norm: by an iterative method in which each step involves solving a weighted least squares problem of the form: 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 errors rather than the least square errors. (en)
dcterms:subject	Least squares
Wikipage page ID	11463665 (xsd:integer)
Wikipage revision ID	1008856999 (xsd:integer)
Link from a Wikipage to another Wikipage	M-estimator Convex programming Generalized linear model Geometric median Objective function Lp space Compressed sensing Linear least squares (mathematics) Least squares Linear programming Linear regression P-norm Diagonal matrix Iterative method Regularization (mathematics) Restricted isometry property Robust regression L1 norm Least squares Huber loss Maximum likelihood Weighted least squares Least absolute errors Feasible generalized least squares Weiszfeld's algorithm Levenberg–Marquardt Gauss–Newton Lp quasi-norm Least absolute deviation
Link from a Wikipage to an external page	https://web.archive.org/web/20070810222123/http:/www.mai.liu.se/~akbjo/LSPbook.html http://graphics.stanford.edu/~jplewis/lscourse/SLIDES.pdf https://stemblab.github.io/irls/
sameAs	Iteratively reweighted least squares Iteratively reweighted least squares Iteratively reweighted least squares Iteratively reweighted least squares
dbp:wikiPageUsesTemplate	dbt:Regression_bar dbt:Citation_needed dbt:Reflist
has abstract	The method of iteratively reweighted least squares (IRLS) is used to solve certain optimization problems with objective functions of the form of a p-norm: by an iterative method in which each step involves solving a weighted least squares problem of the form: 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 errors rather than the least square errors. 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. (en)
prov:wasDerivedFrom	wikipedia-en:Iteratively_reweighted_least_squares?oldid=1008856999&ns=0
page length (characters) of wiki page	6189 (xsd:nonNegativeInteger)
foaf:isPrimaryTopicOf	wikipedia-en:Iteratively_reweighted_least_squares
is Link from a Wikipage to another Wikipage of	Multinomial logistic regression Variance function John Nelder List of numerical analysis topics Iteratively Re-weighted Least Squares Generalized additive model Generalized functional linear model Generalized linear model Poisson regression Gaussian function Linear least squares Logistic regression Robust regression Vector generalized linear model Weighted least squares List of statistics articles Weber problem Sparse approximation Iterative weighted least squares Iteratively re-weighted least squares Iteratively weighted least squares IRLS IRWLS
is Wikipage redirect of	Iteratively Re-weighted Least Squares Iterative weighted least squares Iteratively re-weighted least squares Iteratively weighted least squares IRLS IRWLS
is foaf:primaryTopic of	wikipedia-en:Iteratively_reweighted_least_squares

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