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@conormm
Last active November 13, 2018 17:19
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for (iteration in seq_len(n_iterations)) {
yhat <- dot(x_b, theta) # predict using weights in theta
residuals_b <- yhat - y # calculate the residuals
gradients <- 2/n * dot(t(x_b), residuals_b) # calculate the gradients of MSE w.r.t model weights
theta <- theta - learning_rate * gradients # update theta
sse_i[[iteration]] <- sum((y - dot(x_b, theta))**2)
b0[[iteration]] <- theta[2]
b1[[iteration]] <- theta[1]
}
model_i <- data.frame(model_iter = 1:n_iterations,
sse = sse_i,
b0 = b0,
b1 = b1)
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