Search icon CANCEL
Arrow left icon
Explore Products
Best Sellers
New Releases
Books
Videos
Audiobooks
Learning Hub
Conferences
Free Learning
Arrow right icon
Arrow up icon
GO TO TOP
Mastering Predictive Analytics with R, Second Edition

You're reading from   Mastering Predictive Analytics with R, Second Edition Machine learning techniques for advanced models

Arrow left icon
Product type Paperback
Published in Aug 2017
Publisher Packt
ISBN-13 9781787121393
Length 448 pages
Edition 2nd Edition
Languages
Arrow right icon
Authors (2):
Arrow left icon
James D. Miller James D. Miller
Author Profile Icon James D. Miller
James D. Miller
Rui Miguel Forte Rui Miguel Forte
Author Profile Icon Rui Miguel Forte
Rui Miguel Forte
Arrow right icon
View More author details
Toc

Table of Contents (16) Chapters Close

Preface 1. Gearing Up for Predictive Modeling FREE CHAPTER 2. Tidying Data and Measuring Performance 3. Linear Regression 4. Generalized Linear Models 5. Neural Networks 6. Support Vector Machines 7. Tree-Based Methods 8. Dimensionality Reduction 9. Ensemble Methods 10. Probabilistic Graphical Models 11. Topic Modeling 12. Recommendation Systems 13. Scaling Up 14. Deep Learning Index

Stochastic gradient descent


In the models we've seen so far, such as linear regression, we've talked about a criterion or objective function that the model must minimize while it is being trained. This criterion is also sometimes known as the cost function. For example, the least squares cost function for a model can be expressed as:

We've added a constant term of ½ in front of this for reasons that will become apparent shortly. We know from basic differentiation that when we are minimizing a function, multiplying the function by a constant factor does not alter the value of the minimum value of the function. In linear regression, just as with our perceptron model, our model's predicted are just the sum of a linear weighted combination of the input features. If we assume that our data is fixed and that the weights are variable and must be chosen so as to minimize our criterion, we can treat the cost function as being a function of the weights:

We have used the letter w to represent the model...

lock icon The rest of the chapter is locked
Register for a free Packt account to unlock a world of extra content!
A free Packt account unlocks extra newsletters, articles, discounted offers, and much more. Start advancing your knowledge today.
Unlock this book and the full library FREE for 7 days
Get unlimited access to 7000+ expert-authored eBooks and videos courses covering every tech area you can think of
Renews at £16.99/month. Cancel anytime