grad_descent.zip

Gradient Descent (Batch) Algorithm for OLS
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Updated 25 Jul 2014

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This is the simple implementation of batch gradient descent algorithm for OLS. At the end of the file we use standard OLS in matrix form to check if gradient descent algorithm provided sensible results.
If the algorithm does not converge and gradient descent values are 'too far' from ordinary OLS values, change learning rate, initial guess or other things within the algorithm.

Cite As

Sarunas Girdenas (2024). grad_descent.zip (https://www.mathworks.com/matlabcentral/fileexchange/47339-grad_descent-zip), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2013b
Compatible with any release
Platform Compatibility
Windows macOS Linux

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Version Published Release Notes
1.0.0.0