Description Usage Arguments Author(s) Examples
View source: R/gradientdescent.R
plot_gradient
Plots the norm of the gradient function of an object containing the results of a gradient descent object implementation
1 | plot_gradient(obj)
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obj |
Object containing the results of a gradient descent implementation |
Jocelyn T. Chi
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 | # Generate some data for a simple bivariate example
set.seed(12345)
x <- sample(seq(from = -1, to = 1, by = 0.1), size = 50, replace = TRUE)
y <- 2*x + rnorm(50)
# Components required for gradient descent
X <- as.matrix(x)
y <- as.vector(y)
f <- function(X,y,b) {
(1/2)*norm(y-X%*%b,"F")^{2}
}
grad_f <- function(X,y,b) {
t(X)%*%(X%*%b - y)
}
# Run a simple gradient descent example
simple_ex <- gdescent(f,grad_f,X,y,alpha=0.01)
# Plot the norm of the gradient function
plot_gradient(simple_ex)
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