knitr::opts_chunk$set( collapse = TRUE, comment = "#>" )
library(cpp) #we estimate linear regression model via Gradient Descent using our generated dataset, to see if the function works well lm_opt_GD = lm_GD_optimizer(Dep.var ~ . -1, mydataset_noconst, tolerance=1e-3, maxit=1000, stepsize=1e-5, verbose=T) lm_opt_GD #we check estimation capability of lm_GD_optimizer via a real data example: describing fuel consumption with Gross horsepower (hp) #and weight (wt) with an higher learning parameter and the same tolerance level lm_opt_GD_mtcars = lm_GD_optimizer(mpg ~ hp + wt, mtcars, tolerance=1e-3, maxit=1000, stepsize=1e-2, verbose=T) lm_opt_GD_mtcars #we check estimation capability of lm_GD_optimizer via a real data example: describing fuel consumption with Gross horsepower (hp) and weight (wt), #with a lower learning parameter and the same tolerance level lm_opt_GD_mtcars = lm_GD_optimizer(mpg ~ hp + wt, mtcars, tolerance=1e-3, maxit=1000, stepsize=1e-6, verbose=T) lm_opt_GD_mtcars
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