Implementation of a basic Coordinate Ascent (same thing as Coordinate Descent, just 'reversed'), as well as the Lasso implementation.
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
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
- Python 3.4
- Numpy >= 1.9
- Matplotlib >= 1.4.0