glm.sgd: (Batch) (Stochastic) Gradient Descent for GLM

In jonlachmann/irls.sgd: Stochastic IRLS with SGD

(Batch) (Stochastic) Gradient Descent for GLM

Description

(Batch) (Stochastic) Gradient Descent for GLM

Usage

glm.sgd(x, y, family, sgd.ctrl = NULL)

Arguments

x	A matrix containing the covariates (including an intercept if one wants to use one).
y	The dependent variable.
family	A glm family for the distribution to use, i.e. "binomial()".
sgd.ctrl	control parameters to pass to the sgd function (see ?sgd for details).

jonlachmann/irls.sgd documentation built on March 11, 2023, 7:42 a.m.