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Mastering Predictive Analytics with R, Second Edition

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

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Product type Paperback
Published in Aug 2017
Publisher Packt
ISBN-13 9781787121393
Length 448 pages
Edition 2nd Edition
Languages
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Authors (2):
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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
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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...

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