随机梯度下降法

代码：

import random

# 用y = Θ1*x1 + Θ2*x2来拟合下面的输入和输出
# input1  1   2   5   4
# input2  4   5   1   2
# output  19  26  19  20
input_x = [[1, 4], [2, 5], [4, 1], [3, 2]]  # 输入
y = [19, 26, 19, 20]  # 输出
theta = [1, 1]  # θ参数初始化
loss = 10  # loss先定义一个数，为了进入循环迭代
step_size = 0.001  # 步长
eps = 0.000001  # 精度要求
max_iters = 50  # 最大迭代次数
error = 0  # 损失值
iter_count = 0  # 当前迭代次数

while (loss > eps and iter_count < max_iters):
    loss = 0
    i = random.randint(0, 3)
    pred_y = theta[0] * input_x[i][0] + theta[1] * input_x[i][1]
    theta[0] = theta[0] - step_size * (pred_y - y[i]) * input_x[i][0]
    theta[1] = theta[1] - step_size * (pred_y - y[i]) * input_x[i][1]
    for i in range(3):
        pred_y = theta[0] * input_x[i][0] + theta[1] * input_x[i][1]
        error = 0.5 * (pred_y - y[i]) ** 2
        loss = loss + error
    iter_count += 1
    print('当前迭代次数', iter_count)
print('theta: ', theta)
print('final lose: ', loss)
print('iters: ', iter_count)

截图：