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Optimization methods implemented in Rust

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Regression

Various optimization methods for linear regression implemented from scratch.

See model.ipynb.

About

Course assignment @ St. Petersburg State University.

Construct multidimensional linear regression models using the dataset of airline delays by the US Bureau of Transportation Statistics.

Methods

  • Mini-batch stochastic gradient descent
  • AdaGrad
  • RMSProp
  • Adam

With regularization:

  • Lasso
  • Ridge