but this would only fit the regression to each batch of data, I want to fit it using the whole dataset.
And what of those algorithm (SGD, ADAGRAD, ADAM, ADAMAX, RMSPROP, MSPI…) would you suggest to quickly fit a linear regression model on a large dataset?
Is there any tutorial with more examples on how to use OnlineStats for these kind of tasks and where I can read more details of all options?