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https://github.com/tirthajyoti/graddescent

MATLAB implementation of Gradient Descent algorithm for Multivariate Linear Regression
https://github.com/tirthajyoti/graddescent

feature-engineering gradient-descent linear-regression matlab matlab-script multivariate-regression octave-scripts

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MATLAB implementation of Gradient Descent algorithm for Multivariate Linear Regression

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# GradDescent
MATLAB implementation of Gradient Descent algorithm for Multivariable Linear Regression.
This code example includes,
* Feature scaling option
* Choice of algorithm termination based on either gradient norm tolerance or fixed number of iterations
* Randomized feature vector with randomized exponents (the exact functional relationship is not linear but with random powers of feature vectors)
* Choice of number of observations and features
* Choice of 'learning rate' and number of iterations
* Final table of actual functional coefficients and linear regression coefficients side by side