why gradient descent when we can solve linear regression analytically

后端 未结 4 1515
走了就别回头了
走了就别回头了 2021-01-29 22:16

what is the benefit of using Gradient Descent in the linear regression space? looks like the we can solve the problem (finding theta0-n that minimum the cost func) with analytic

4条回答
  •  小蘑菇
    小蘑菇 (楼主)
    2021-01-29 23:02

    I saw a very good answer from https://stats.stackexchange.com/questions/23128/solving-for-regression-parameters-in-closed-form-vs-gradient-descent

    Basically, the reasons are:

    1.For most nonlinear regression problems there is no closed form solution.

    2.Even in linear regression (one of the few cases where a closed form solution is available), it may be impractical to use the formula. The following example shows one way in which this can happen.

提交回复
热议问题