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
Last synced: about 2 months ago
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MATLAB implementation of Gradient Descent algorithm for Multivariate Linear Regression
- Host: GitHub
- URL: https://github.com/tirthajyoti/graddescent
- Owner: tirthajyoti
- License: gpl-3.0
- Created: 2017-06-16T23:02:24.000Z (almost 8 years ago)
- Default Branch: master
- Last Pushed: 2017-06-22T01:29:07.000Z (almost 8 years ago)
- Last Synced: 2025-02-25T18:45:20.179Z (2 months ago)
- Topics: feature-engineering, gradient-descent, linear-regression, matlab, matlab-script, multivariate-regression, octave-scripts
- Language: Matlab
- Homepage:
- Size: 149 KB
- Stars: 17
- Watchers: 4
- Forks: 10
- Open Issues: 0
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Metadata Files:
- Readme: README.md
- License: LICENSE
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README
# 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