以线性回归为例
- 原生实现
...
theta = tf.Variable(tf.random_uniform([n + 1, 1], -1.0, 1.0), name='theta')
y_pred = tf.matmul(X, theta, name="predictions")
error = y_pred - y
rmse = tf.sqrt(tf.reduce_mean(tf.square(error), name="rmse"))
# 梯度的公式:(y_pred - y) * xj
gradients = 2/m * tf.matmul(tf.transpose(X), error)
# 赋值函数对于BGD来说就是 theta_new = theta - (learning_rate * gradients)
training_op = tf.assign(theta, theta - learning_rate * gradients)
...
2.自动求导
theta = tf.Variable(tf.random_uniform([n + 1, 1], -1.0, 1.0), name='theta')
y_pred = tf.matmul(X, theta, name="predictions")
error = y_pred - y
mse = tf.reduce_mean(tf.square(error), name="mse")
# 梯度的公式:(y_pred - y) * xj
# gradients = 2/m * tf.matmul(tf.transpose(X), error)
gradients = tf.gradients(mse, [theta])[0]
# 赋值函数对于BGD来说就是 theta_new = theta - (learning_rate * gradients)
training_op = tf.assign(theta, theta - learning_rate * gradients)
3.优化器
theta = tf.Variable(tf.random_uniform([n + 1, 1], -1.0, 1.0), name='theta')
y_pred = tf.matmul(X, theta, name="predictions")
error = y_pred - y
mse = tf.reduce_mean(tf.square(error), name="mse")
# 梯度的公式:(y_pred - y) * xj
training_op = tf.train.GradientDescentOptimizer(learning_rate=learning_rate).minimize(mse)