李宏毅机器学习（1）

import numpy as np
import matplotlib.pyplot as plt

x_data = [338.,333.,328.,207.,226.,25.,179.,60.,208.,606.]
y_data = [640.,633.,619.,393.,428.,27.,193.,66.,226.,1591.]
#y_data = b + w * x_data

x = np.arange(-200,-100,1) #bias
y = np.arange(-5,5,0.1) #weight
Z = np.zeros((len(x),len(y)))
X,Y = np.meshgrid(x,y)
for i in range(len(x)):
    for j in range(len(y)):
        b = x[i]
        w = y[j]
        Z[j][i] = 0
        for n in range(len(x_data)):
            Z[j][i] = Z[j][i] + (y_data[n] - b - w * x_data[n])**2
        Z[j][i] = Z[j][i]/len(x_data)

#y_data = b + w * x_data
b = -120 #initial b
w = -4 #initial w
lr= 1 #learning rate
iteration = 100000

#Store intial values for plotting
b_history = [b]
w_history = [w]

lr_b = 0.0
lr_W = 0.0

#Iterations
for i in range(iteration):
    b_grad = 0.0
    w_grad = 0.0
    for n in range(len(x_data)):
        b_grad = b_grad - 2.0*(y_data[n]-b-w*x_data[n])*1.0
        w_grad = w_grad - 2.0*(y_data[n]-b-w*x_data[n])*x_data[n]
    
    lr_b = lr_b + b_grad**2
    lr_W = lr_W + w_grad**2
    
    #Update parameters
    b = b - lr/np.sqrt(lr_b)*b_grad
    w = w - lr/np.sqrt(lr_W)*w_grad
    
    #Store parameters for plotting
    b_history.append(b)
    w_history.append(w)

    
#plot the figure
plt.contourf(x,y,Z,50,alpha = 0.5,cmap = plt.get_cmap('jet'))
plt.plot([-188.4],[2.67],'x',ms = 12, markeredgewidth = 3,color = 'orange')
plt.plot(b_history,w_history,'o-',ms = 3,lw = 1.5,color = 'black')
plt.xlim(-200,-100)
plt.ylim(-5,5)
plt.xlabel(r'$b$',fontsize = 16)
plt.ylabel(r'$w$',fontsize = 16)
plt.show()

李宏毅关于gradient descent 的一个小练习，看到自己打了出来