Machine Learning, Linear Regression, Gradient Descent, Python, Stochastic Gradient.
coefficients. Imagine that it takes 1 millisecond to compute RSS for one sample, with 1 billion sample, it will take ~ 11 days to make one step for gradient descent, whereas it only take 1 millisecond for SGD. SGD is great at speed, but it is sensitive to parameters, such as the tolerance and