linear_regression {RcppFastAD} | R Documentation |
Evaluate a squared-loss linear regression at a given parameter value
Description
Not that this function does not actually fit the model. Rather it evaluates the squared sum of residuals and ‘gradient’ of parameters.
Usage
linear_regression(X, y, theta_hat, initial_lr = 1e-04, max_iter = 100L,
tol = 1e-07)
Arguments
X |
Matrix with independent explanatory variables |
y |
Vector with dependent variable |
theta_hat |
Vector with initial ‘guess’ of parameter values |
initial_lr |
[Optional] Scalar with initial step-size value, default is 1e-4 |
max_iter |
[Optional] Scalar with maximum number of iterations, default is 100 |
tol |
[Optional] Scalar with convergence tolerance, default is 1e-7 |
Value
A list object with the ‘loss’, ‘theta’ (parameters), ‘gradient’ and ‘iter’ for iterations
Examples
data(trees) # also used in help(lm)
X <- as.matrix(cbind(const=1, trees[, c("Girth", "Height")]))
y <- trees$Volume
linear_regression(X, y, rep(0, 3), tol=1e-12)
coef(lm(y ~ X - 1)) # for comparison
[Package RcppFastAD version 0.0.2 Index]