Patent attributes
A computing device trains models for streaming classification. A baseline penalty value is computed that is inversely proportional to a square of a maximum explanatory variable value. A set of penalty values is computed based on the baseline penalty value. For each penalty value of the set of penalty values, a classification type model is trained using the respective penalty value and the observation vectors to compute parameters that define a trained model, the classification type model is validated using the respective penalty value and the observation vectors to compute a validation criterion value that quantifies a validation error, and the validation criterion value, the respective penalty value, and the parameters that define a trained model are stored to the computer-readable medium. The classification type model is trained to predict the response variable value of each observation vector based on the respective explanatory variable value of each observation vector.
