随机梯度下降法:
import numpy as np
import random
def gen_line_data(sample_num=100):
x1 = np.linspace(0, 9, sample_num)
x2 = np.linspace(1, 10, sample_num)
x3 = np.linspace(2, 11, sample_num)
x = np.concatenate(([x1], [x2], [x3]), axis=0).T
y = np.dot(x, np.array([3, 4, 5]).T)
return x, y
# 随机梯度下降
def sgd(samples, y, step_size=0.01, max_iter_count=10000):
sample_num, dim = samples.shape
y = y.flatten()
w = np.ones((dim,), dtype=np.float64)
loss = 10
iter_count = 0
while loss > 0.00001 and iter_count < max_iter_count:
loss = 0
error = np.zeros((dim,), dtype=np.float64)
for i in range(sample_num):
predict_y = np.dot(w.T, samples[i])
for j in range(dim):
error[j] += (y[i] - predict_y) * samples[i][j]
w[j] += step_size * error[j] / sample_num
for i in range(sample_num):
predict_y = np.dot(w.T, samples[i])
error = (1 / (sample_num * dim)) * np.power((predict_y - y[i]), 2)
loss += error
print("次数: ", iter_count, "损失:", loss)
iter_count += 1
return w
if __name__ == '__main__':
samples, y = gen_line_data()
w = sgd(samples, y)
print(w)