Re: I need a good algorithm! (Regression related)
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I don't have a good algorithm, but I'd "brute force" it with a simple neural net, and then train the hell out of it. Like one node for each of the coefficients simple. I suppose that it would be pretty tough to avoid local maximums in this sort of thing, though, so that might be a crappy solution.
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This exact thought process of "ohh, this might be great. Ohhh, wait, local/global problem. Crap." was something I went through yesterday.
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