Online learning has witnessed an increasing interest over the recent past due to its low computational requirements and relevance a broad range of streaming applications. In this brief, we focus on online regularized regression. We propose novel efficient regression algorithm, called normalized least-squares (ONLS). perform theoretical analysis by comparing total loss ONLS against gradient desc...

We review the development and extensions of the classical total least squares method and describe algorithms for its generalization to weighted and structured approximation problems. In the generic case, the classical total least squares problem has a unique solution, which is given in analytic form in terms of the singular value decomposition of the data matrix. The weighted and structured tot...