Stochastic Gradient Descent Regressor

Stochastic Gradient Descent Regressor is a linear regression model 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