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.