lasso_gradient: Functions associated with lasso regression

In tbonza/supml: "Algorithms for Supervised Machine Learning"

Description

https://www.coursera.org/lecture/ml-regression/deriving-the-lasso-coordinate-descent-update-6OLyn

Usage

lasso_gradient(X, y, theta, alpha, ...)

Arguments

X	attribute vector
y	target vector
theta	theta vector
alpha	learning rate constant
...	(lambda) include lambda regularization parameter

Details

Lasso Gradient

For use in gradient descent

Value

theta vector

tbonza/supml documentation built on May 17, 2019, 3:14 a.m.