saas-coder

saas-coder

saas-coder

saas-coder

void quasinewton(const mat&    X,
                 const mat&    y,
                 mat&    parameters,
                 double  computeCost(const mat& X, const mat& y, const mat& parameters), // LeastSquaesCost or logisticCost
                 vec  computeGradient(const mat& X, const mat& y, const mat& parameters), // LeastSquaesGradient or logisticGradient
                 mat  computeHessian(const mat& X, const mat& y, const mat& parameters), //  logisticHessian or
                 string method = "BFGS", // BFGS or  BROYDEN  or DFP or SR1
                 string costs_file = "costs.out",
                 string parameters_file = "parameters.out",
                 string step = "armijo", //  double as string like "0.01" by default armijo rule

saas-coder

#include <armadillo>
#include <bits/stdc++.h>
#include <conio.h>
using namespace std;

double LeastSquaesCost(const mat& X, const mat& y, const mat& parameters)
{
    vec tmp(X * parameters - y);
    tmp = dot(tmp, tmp);
    double s = sum(tmp);