3 ms·
You can apply calculus to estimate the stepsize you need for the current iteration. If you do this in a principled way then my results suggests that for linear
by rsp1984 6y ago
You can apply calculus to estimate the stepsize you need for the current iteration. If you do this in a principled way then my results suggests that for linear regression you may only need one gradient calculation.
Yes, it's called Linear Least Squares. Gauss discovered it in 1795.
- 19f191ty 6y agoIt's newtons method that he rediscovers. Are people not taught numerical methods these days? We learned it quite early in the much more general context of finding zeros.