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Coordinate-Ascent

Implementation of a basic Coordinate Ascent (same thing as Coordinate Descent, just 'reversed'), as well as the Lasso implementation.

Usage

Run this app via python3 cross_validation.py stochastic linear or in multiple ways at once via python3 cross_validationp.py stochastic linear batch linear stochastic logistic batch logistic

Modules

This repository has basically 3 modules:

  • Standardize which standardises a matrix
  • Gradient Descent which has separate functions for stochastic and batch method using linear and logistic regression
  • File to test everything

Requirements

  • Python 3.4
  • Numpy >= 1.9
  • Matplotlib >= 1.4.0

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