https://github.com/amilworks/gradientdescent

Learning about gradient descent.

https://github.com/amilworks/gradientdescent

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Learning about gradient descent.

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  • Host: GitHub
  • Owner: amilworks
  • Language: Python
  • Default Branch: master
  • Size: 11.7 KB
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Created almost 9 years ago · Last pushed almost 9 years ago
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README.md

Linear Regression using Gradient Descent

For all of you PSTAT 126 students out there, and, well, people who have taken a course on Linear Regression, here is an example of how to start expanding your theoretical knowledge horizon. This example requires you know some basic Python. If you don't know the basics, seriously ask yourself why you are here, why you still exist, and why you think you will learn from someone who sucks at Java.

Plotting Points

Let's say we have some points on a graph and we want to fit a line through them. This is linear regression--modeling some points on a graph with a line. I know I sound redundant, but it is necessary. Forget about the data, I graphed whatever I could in R. We see that we could probably fit a line through these points, but let's make it hard on ourselves and use gradient descent to prove this phenomenon with some random data.

Our Data

The data we will be using is from a dataset with 2 columns and 150 rows. The first column is hours studied, and the second column is grades on that test. The question of significance is, Do students who study more hours receive better test scores?

The Error Function

We will begin by defining an error function that measures how “good” a given line is. Remember, we are trying to fit a line of best fit. Computing this function will return an error value based on how well the line fits our data.

Gradient

Finding the Minimum

Next, these two equations will give us a helping hand when attempting to find the minimum.

Gradient

How to Run and Results

The easiest way to show you how to run the code is by showing.

Inspiration and Documentation

Gradient Descent Example * Huge thanks to Matt Nedrich for providing a detailed example of gradient descent for noobs. Check his Github out. I learned a ton with this example alone.

Owner

  • Name: Amil Khan
  • Login: amilworks
  • Kind: user
  • Location: UCSB
  • Company: UCSB Electrical & Computer Engineering

PhD student in Electrical & Computer Engineering @ucsb, Lead Engineer @ BisQue

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