gradient_descent_new: Gradient Descent with Out-of-sample Accuracy

In yijunyang/bis557: BIS557 HW#1

Description

Implement a new function fitting the OLS model using gradient descent that calculates the penalty based on the out-of-sample accuracy.

Usage

gradient_descent_new(
  form,
  d,
  contrasts = NULL,
  iters = 5e+05,
  gamma = 1e-04,
  threshold = 1e-12
)

Arguments

form	A formula
d	A dataframe
contrasts	Contrasts argument
iters	Number of maximum iterations
gamma	The learning rate
threshold	Threshold for the difference between RSS of new and old betas.

Value

a list of beta coefficients

Author(s)

Yijun Yang

Examples

## Not run: 
gradient_descent_new(body_mass_g ~ bill_depth_mm, penguins)

## End(Not run)

yijunyang/bis557 documentation built on Dec. 21, 2020, 3:06 a.m.