/Practice_Gradient_Descent_And_Extension

In this repository, I will be writing a gradient descent algorithm to solve a logistic regression problem and compare the result with the statistics packages. Start simple and end with regularization.

Primary LanguagePython

Practice_Gradient_Descent_And_Comparison

In this repository, I will be writing a gradient descent algorithm to solve a logistic regression problem and compare the result with the statistics packages. Start simple and end with regularization.

The intuition here is that I haven't done any hands-on coding in terms of numerical analysis since Junior (4 years till now). I thought this might be helpful to keep myself familiar with the back-end as well as get myself familiar with the statistical packages in python.

The steps would be:

  • Choose a dataset
  • Simple data manipulation
  • Model 1: use a stat package in python & regularization
  • Model 2: write gradient descent from scratch
  • Model 3: add regularization in model 2
  • Model 4: stochastic gradient descent (later)
  • Model 5: mini-batch gradient descent (later)