Gradient Descent Demo

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)

#ydata=b+w*xdata
b=-120#initial b
w=-4#initial w
lr=1#learning rate
iteration=100000# update times

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

lr_b=0
lr_w=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]
    #update parameters
   # b=b-lr*b_grad
   # w=w-lr*w_grad
    #Adagrad
    lr_b=lr_b+b_grad**2
    lr_w=lr_w+w_grad**2
    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()

不用Adagrad，学习率过小（0.0000001）：

增大学习率（0.000001）：

学习率太大（0.00001）：

Adagrad：