Python学习笔记(九)一维、二维、多维梯度下降

一维梯度下降

#待求函数
def obj_function(x):
    e = 2.71828182845904590
    return x**6 + 6*x + e**x - 3
#损失函数
def loss(x):
    return (obj_function(x)-0)**2
#梯度下降，导数的概念公式
def gradient_descense(x):
    alpha=0.00000001
    step = 0.01
    gradient = (loss(x+alpha)-loss(x-alpha))/(2*alpha)
    return x-gradient*step

#初始化x
x=0.0
for i in range(10):
    x = gradient_descense(x)
    print ('x={:6f},problem(x):{:6f}'.format(x,obj_function(x)))

二维梯度下降

二维参数，意味着x为一个列表。所以在求梯度的时候，参数格式有所变化。

#目标待求函数
def obj_function(x):
    e = 2.71828182845904590
    return x[0]**3+e**x[0]+x[1]**4+x[0]+x[1]-2

#损失函数
def loss(x):
    return (obj_function(x)-0)**2

#梯度下降，分两个方向
def gradient_descent(x):
    alpha = 0.00000001
    gradient_x0 = (loss([x[0]+alpha,x[1]])-loss([x[0]-alpha,x[1]]))/(2*alpha)
    gradient_x1 = (loss([x[0],x[1]+alpha])-loss([x[0],x[1]-alpha]))/(2*alpha)
    step= 0.01
    x[0] = x[0]-gradient_x0*step
    x[1] = x[1]-gradient_x1*step
    return [x[0],x[1]]

#初始化x
x=[0.0,0.0]
for i  in range(30):
    x = gradient_descent(x)
    print ('x={:6f},{:6f},problem(x)={:6f}'.format(x[0],x[1],obj_function(x)))

多维梯度下降

使用numpy库

# -*- coding:utf-8 -*-
import numpy as np

def obj_function(x):
    return x[0]*x[1] + x[1]*(x[2]**3) + x[2] + x[3]**3 + 2*x[1] + x[2]**3 + 8*x[3] + x[3]**6 - 12

def loss(x):
    return (obj_function(x)-0)**2

def gradient_descense(x):
    alpha = 0.000000001
    # 梯度矢量
    gradients = np.zeros(x.shape) 
    # 逐个求取偏导数，放进梯度矢量
    for i in range(len(gradients)): 
        #初始化梯度步长向量
        delta_vector = np.zeros(x.shape)
        delta_vector[i] = alpha
        gradients[i] = (loss(x+delta_vector)-loss(x-delta_vector)) / (alpha*2)
    step = 0.001
    x = x - gradient * step
    return x

x = np.array([0.0, 0.0, 0.0, 0.0])
for i in range(50):
    x = gradient_descense(x)
    print ('x = {}, obj_function(x) = {:6f}'.format(x,obj_function(x)))

增强的格式化字符串format函数