How to Use Optimization Algorithms to Manually Fit Regression Models
Regression models are fit on training data using linear regression and local search optimization algorithms.
Models like linear regression and logistic regression are trained by least squares optimization, and this is the most efficient approach to finding coefficients that minimize error for these models.
Nevertheless, it is possible to use alternate optimization algorithms to fit a regression model to a training dataset. This can be a useful exercise to learn more about how regression functions and the central nature of optimization in applied machine learning. It may also be required for regression with data that does not meet the requirements of a least squares optimization procedure.
In this tutorial, you will discover how to manually optimize the coefficients of