DEVICE AND METHOD FOR VARIABLE SELECTION USING STOCHASTIC GRADIENT DESCENT

摘要

The present invention relates to an apparatus and method for selecting a variable using a stochastic gradient descent method, and more particularly, to a stochastic gradient descent method and a method for performing data analysis using a statistical model or a machine learning algorithm. The present invention relates to an apparatus and method for selecting a variable using a stochastic gradient descent method that can select a variable used to generate a model by combining a related variable selection method.