Gradient Descent

Example of gradient descent computing simple linear regression. Written in C.

Build

gcc grad_desc.c -o grad_desc.out -lm

Run

./grad_desc.out

Example Output

Computing regression coefficients using gradient descent.
Dataset size n=2000
Gradient descent finished after 100000 steps with loss=0.085
Estimated coefficients: a=4.002, b=2.483
Elapsed CPU time: 1.429 seconds