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Ridge Regression (gradient descent)

License: MIT License

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machine-learning graphlab-create ridge-regression

ridge-regression's Introduction

Poject Description

Ridge Regression (gradient descent)

Goals

Convert an SFrame into a Numpy array.
Write a Numpy function to compute the derivative of the regression weights with respect to a single feature.
Write gradient descent function to compute the regression weights given an initial weight vector, step size, tolerance, and L2 penalty.

Packages used

graphlab

Used data set

kc_house_data.gl

Algorithms used :

Ridge Regression.
gradient descent.

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