How to determine the learning rate and the variance in a gradient descent algorithm?
I started to learn the machine learning last week. when I want to make a gradient descent script to estimate the model parameters, I came across a problem: How to choose a appropriate learning rate and variance。I found that,different (learning rate,variance) pairs may lead to different results, some times you even can't convergence. Also, if change to another training data set, a well-chose (learning rate,variance)pair probably will not work. For example(script below),when I set the learning rate to 0.001 and variance to 0.00001, for 'data1', I can get the suitable theta0_guess and theta1