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Stochastic Gradient Descent Classifier

Stochastic Gradient Descent Classifier is a linear classifier with stochastic gradient descent (SGD) training. The gradient of the loss is estimated each sample at a time and the model is updated along the way with a decreasing strength schedule.

Advantages:

  • It is computationally efficient
  • It has fast convergence for larger datasets

Disadvantages:

  • It is not stable