my_lm_gd_out_of_sample: OLS using gradient descent and compute out-of-sample error

Description Usage Arguments Value Examples

View source: R/my_lm_gd_out_of_sample.R

Description

OLS using gradient descent and compute out-of-sample error

Usage

1
my_lm_gd_out_of_sample(form, d, eta = 0.05, iters = 1e+05, seed = 1234)

Arguments

form

A formula specifying the model.

d

A dataframe.

eta

Learning rate. Default is 0.05.

iters

Total iterations.

seed

A number controlling the random sampling.

Value

A list with fitted coefficients and out-of-sample mean squared error

Examples

1
my_lm_gd_out_of_sample(Sepal.Length~.,iris,eta=0.05,iters=100000,seed=1234)

siqiangsu/bis557 documentation built on Dec. 21, 2020, 2:15 a.m.