grad_descent.zip

Gradient Descent (Batch) Algorithm for OLS
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Aktualisiert 25 Jul 2014

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This is the simple implementation of batch gradient descent algorithm for OLS. At the end of the file we use standard OLS in matrix form to check if gradient descent algorithm provided sensible results.
If the algorithm does not converge and gradient descent values are 'too far' from ordinary OLS values, change learning rate, initial guess or other things within the algorithm.

Zitieren als

Sarunas Girdenas (2024). grad_descent.zip (https://www.mathworks.com/matlabcentral/fileexchange/47339-grad_descent-zip), MATLAB Central File Exchange. Abgerufen .

Kompatibilität der MATLAB-Version
Erstellt mit R2013b
Kompatibel mit allen Versionen
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Version Veröffentlicht Versionshinweise
1.0.0.0