Write a function ols_grad_decent with the same inputs and output as casl_ols_orth_proj, but replace the orthogonal projects with gradient descent. As a naïve stopping criterion, simply let the...


Write a function ols_grad_decent with the same inputs and output as casl_ols_orth_proj, but replace the orthogonal projects with gradient descent. As a naïve stopping criterion, simply let the algorithm run for 100 iterations, starting at βb equal to all zeros. Test the function on some input data and compare to the orthogonal projection code



May 03, 2022
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