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Stochastic Stochastic gradient descent ( SGD ) is an important optimization tool in machine learning, used every - where from logistic regression to training neural

Stochastic Stochastic gradient descent (SGD) is an important optimization tool in machine learning, used
every- where from logistic regression to training neural networks. In this problem, you will be asked
to first implement SGD for linear regression using the squared loss function. Then, you will analyze
how several parameters affect the learning process.
Linear regression learns a model of the form:
f(x1,x2,cdots,xd)=(i=1dwixi)+b
(a) We can make our algebra and coding simpler by writing f(x1,x2,cdots,xd)=wTx for vectors
w and x. But at first glance, this formulation seems to be missing the bias term b from the
equation above. How should we define x and w such that the model includes the bias term?
Linear regression learns a model by minimizing the squared loss function L, which is the sum across
all training data {(x1,y1),cdots,(xN,yN)} of the squared difference between actual and predicted
output values:
L(f)=i=1N(yi-wTxi)2
(b) SGD uses the gradient of the loss function to make incremental adjustments to the weight
vector w. Derive the gradient of the squared loss function with respect to w for linear
regression.gradient descent (SGD) is an important optimization tool in machine learning, used
every- where from logistic regression to training neural networks. In this problem, you will be asked
to first implement SGD for linear regression using the squared loss function. Then, you will analyze
how several parameters affect the learning process.
Linear regression learns a model of the form:
f(x1,x2,cdots,xd)=(i=1dwixi)+b
(a) We can make our algebra and coding simpler by writing f(x1,x2,cdots,xd)=wTx for vectors
w and x. But at first glance, this formulation seems to be missing the bias term b from the
equation above. How should we define x and w such that the model includes the bias term?
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