- Numerical programming practice using Julia practice folder
- Matix Factorization
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Implemented functions for QR (Householder) and least squres
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Implemented SVD. Refer to Matrix Computation (3rd ed.) by Golub and Van Loan:
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Implemented Gradient Descent for the least squares estimation.
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Implemented Stochastic Gradient Descent for the least squares estimation.
- fit the model with objective function
- if you want to detailed comparison between 4) and 5), and explanation of 6) visit my blog