Gradient descent in Excel

Gradient descent is a common and powerful algorithm that is commonly used by numerical optimisers. Today we are investigating the concepts behind gradient descent, looking into this "black box" and building an example of gradient descent with simple Excel functions.
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[@aricanto1764]

I thought building a finite difference scheme in excel was peak autism, I've seen people build 8 bit computers in excel, this takes the cake. I congratulate you sir

[@JammYSuwapith]

OMG!! Can you please explain the parameter covariance calculation of garch model.

[@winstongraves8321]

Awesome video, was literally just about to start my own attempt

[@mahmoudfaouzichaoubi5855]

Thank you =شُكرا

[@NEDLeducation]

You can find the spreadsheets for this video and some additional materials here: drive.google.com/drive/folders/1sP40IW0p0w5IETCgo464uhDFfdyR6rh7
Please consider supporting NEDL on Patreon: www.patreon.com/NEDLeducation

[@ei2292]

There is no gradient descent excel file in google drive 😢

[@barunpradhan1278]

How do we apply this to linear regression with equation y= mx+b, there are no data sets here. Would have been more useful if we could see the example with a sample data set with comparison of ols vs gradient descent.

[@SlashnKashmir]

Do you have any plan for PCA?

[@HenkAlles]

Excellent video (as always). Title has a spelling error (the i), makes it hard to find in RUclips perhaps.

[@NEDLeducation]

Thanks for pointing that out and glad you liked the video :)

[@hackerborabora7212]

Pls do quant economic videos pls