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Does the models support update ? #331
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Model predictions are space-dependent. Adding a point to the model means recomputing the model all over the space. When using hyperparameters, we can't know beforehand where the model will be impacted by adding a point neither what the influence will be. The only way to know that is to build a new model and reset the training set. This is related to leave-one-out error. |
Hi, may I ask, if after training I have another additional data point then does the model support update or do I have to retrain from the beginning ? I checked the doc and there was update_training_values() but it does not appear to add additional data instead it resets the train set. Thanks a lot.
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