Description Usage Arguments Value Examples
Computes the gradient of the sum of squared error:
f(x) = 1/(2n) ∑_{i=1}^n ( x'*A_i - b_i)^2
.
1 | grad.quad(x, opts)
|
x |
A p-dimensional vector where the gradient is computed. |
opts |
List of parameters, which must include:
|
The gradient of the function f(x) = 1/(2n) || Ax - b ||^2, which is A'*(Ax - b)/n.
1 |
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