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Implementation of stochastic gradient descent from scratch

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SGD-Implementation

This repository contains an ipython notebook where custom implementation of stochastic gradient descent is present.

In this notebook, we compare the parameters and loss of sklearns SGD classifier and our custom model. We obesrve that most of our model parameters have a difference of 10^-3 with sklearns model parameters on the same dataset.

The custom sgd implementation minimizes the logistic loss with L2 regularisation

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