吴恩达作业7：梯度下降优化算法

先说说BatchGD用整个训练样本进行训练得出损失值，SGD是只用一个训练样本训练就得出损失值，GD导致训练慢，SGD导致收敛到最小值不平滑，故引入Mini-batch GD，选取部分样本进行训练得出损失值，

普通梯度下降算法如下：

""""
一般梯度下降算法
"""
def update_parameters_gd(parameters,grads,learning_rate):
    L=len(parameters)//2
    for i in range(L):
        parameters['W'+str(i+1)]=parameters['W'+str(i+1)]-learning_rate*grads['dW'+str(i+1)]
        parameters['b' + str(i + 1)] = parameters['b' + str(i + 1)] - learning_rate * grads['db' + str(i + 1)]
    return parameters

Momentum代码：

"""
Momentum初始化参数
"""
def initialize_Momentum_paremeters(parameters):
    L=len(parameters)//2
    v={}
    for i in range(L):
        v['dW'+str(i+1)]=np.zeros(parameters['W'+str(i+1)].shape)
        v['db' + str(i + 1)] = np.zeros(parameters['b' + str(i + 1)].shape)
    return v
"""
Momentum更新权重
"""
def upate_parameters_Momentum(parameters,grads,v,beta,learning_rate):
    L=len(parameters)//2
    for i in range(L):
        v['dW' + str(i + 1)]=beta*v['dW'+str(i+1)]+(1-beta)*grads['dW'+str(i+1)]
        v['db' + str(i + 1)] = beta * v['db' + str(i + 1)] + (1 - beta) * grads['db' + str(i + 1)]
        parameters['W'+str(i+1)]=parameters['W'+str(i+1)]-learning_rate*v['dW' + str(i + 1)]
        parameters['b' + str(i + 1)] = parameters['b' + str(i + 1)] - learning_rate * v['db' + str(i + 1)]
    return parameters,v

Adam代码：

"""
Adam初始化参数
"""
def initialize_Adam_parameters(parameters):
    L=len(parameters)//2
    v={}
    s={}
    for i in range(L):
        v['dW' + str(i + 1)] = np.zeros(parameters['W'+str(i+1)].shape)
        v['db' + str(i + 1)] = np.zeros(parameters['b' + str(i + 1)].shape)
        s['dW' + str(i + 1)] = np.zeros(parameters['W' + str(i + 1)].shape)
        s['db' + str(i + 1)] = np.zeros(parameters['b' + str(i + 1)].shape)
    return v,s
"""
Adam更新权重
"""
def update_parameters_Adam(parameters,grads,v,s,t,beta1,beta2,learning_rate,epsilon):
    L = len(parameters) // 2
    v_correct={}
    s_correct = {}
    for i in range(L):
        v['dW' + str(i + 1)] = beta1 * v['dW' + str(i + 1)] + (1 - beta1) * grads['dW' + str(i + 1)]
        v['db' + str(i + 1)] = beta1 * v['db' + str(i + 1)] + (1 - beta1) * grads['db' + str(i + 1)]
        v_correct['dW' + str(i + 1)]=v['dW' + str(i + 1)]/(1-beta1**t)
        v_correct['db' + str(i + 1)] = v['db' + str(i + 1)] / (1 - beta1 ** t)

        s['dW' + str(i + 1)] = beta2 * s['dW' + str(i + 1)] + (1 - beta2) * np.square(grads['dW' + str(i + 1)])
        s['db' + str(i + 1)] = beta2 * s['db' + str(i + 1)] + (1 - beta2) * np.square(grads['db' + str(i + 1)])
        s_correct['dW' + str(i + 1)] = s['dW' + str(i + 1)] / (1 - beta2 ** t)
        s_correct['db' + str(i + 1)] = s['db' + str(i + 1)] / (1 - beta2 ** t)
        parameters['W' + str(i + 1)] = parameters['W' + str(i + 1)] - \
                                       learning_rate * (v_correct['dW' + str(i + 1)]/(np.sqrt(s['dW' + str(i + 1)])+epsilon))
        parameters['b' + str(i + 1)] = parameters['b' + str(i + 1)] - \
                                       learning_rate * (v_correct['db' + str(i + 1)]/(np.sqrt(s['db' + str(i + 1)])+epsilon))
    return parameters, v,s

数据集 放在opt_utils.py   代码如下：还包含激活函数 前向传播 后向传播等函数

import numpy as np
import matplotlib.pyplot as plt
import h5py
import scipy.io
import sklearn
import sklearn.datasets

def sigmoid(x):
    """
    Compute the sigmoid of x

    Arguments:
    x -- A scalar or numpy array of any size.

    Return:
    s -- sigmoid(x)
    """
    s = 1/(1+np.exp(-x))
    return s

def relu(x):
    """
    Compute the relu of x

    Arguments:
    x -- A scalar or numpy array of any size.

    Return:
    s -- relu(x)
    """
    s = np.maximum(0,x)
    
    return s

def load_params_and_grads(seed=1):
    np.random.seed(seed)
    W1 = np.random.randn(2,3)
    b1 = np.random.randn(2,1)
    W2 = np.random.randn(3,3)
    b2 = np.random.randn(3,1)

    dW1 = np.random.randn(2,3)
    db1 = np.random.randn(2,1)
    dW2 = np.random.randn(3,3)
    db2 = np.random.randn(3,1)
    
    return W1, b1, W2, b2, dW1, db1, dW2, db2


def initialize_parameters(layer_dims):
    """
    Arguments:
    layer_dims -- python array (list) containing the dimensions of each layer in our network
    
    Returns:
    parameters -- python dictionary containing your parameters "W1", "b1", ..., "WL", "bL":
                    W1 -- weight matrix of shape (layer_dims[l], layer_dims[l-1])
                    b1 -- bias vector of shape (layer_dims[l], 1)
                    Wl -- weight matrix of shape (layer_dims[l-1], layer_dims[l])
                    bl -- bias vector of shape (1, layer_dims[l])
                    
    Tips:
    - For example: the layer_dims for the "Planar Data classification model" would have been [2,2,1]. 
    This means W1's shape was (2,2), b1 was (1,2), W2 was (2,1) and b2 was (1,1). Now you have to generalize it!
    - In the for loop, use parameters['W' + str(l)] to access Wl, where l is the iterative integer.
    """
    
    np.random.seed(3)
    parameters = {}
    L = len(layer_dims) # number of layers in the network

    for l in range(1, L):
        parameters['W' + str(l)] = np.random.randn(layer_dims[l], layer_dims[l-1])*  np.sqrt(2 / layer_dims[l-1])
        parameters['b' + str(l)] = np.zeros((layer_dims[l], 1))
        
        assert(parameters['W' + str(l)].shape == layer_dims[l], layer_dims[l-1])
        assert(parameters['W' + str(l)].shape == layer_dims[l], 1)
        
    return parameters


def compute_cost(a3, Y):
    
    """
    Implement the cost function
    
    Arguments:
    a3 -- post-activation, output of forward propagation
    Y -- "true" labels vector, same shape as a3
    
    Returns:
    cost - value of the cost function
    """
    m = Y.shape[1]
    
    logprobs = np.multiply(-np.log(a3),Y) + np.multiply(-np.log(1 - a3), 1 - Y)
    cost = 1./m * np.sum(logprobs)
    
    return cost

def forward_propagation(X, parameters):
    """
    Implements the forward propagation (and computes the loss) presented in Figure 2.
    
    Arguments:
    X -- input dataset, of shape (input size, number of examples)
    parameters -- python dictionary containing your parameters "W1", "b1", "W2", "b2", "W3", "b3":
                    W1 -- weight matrix of shape ()
                    b1 -- bias vector of shape ()
                    W2 -- weight matrix of shape ()
                    b2 -- bias vector of shape ()
                    W3 -- weight matrix of shape ()
                    b3 -- bias vector of shape ()
    
    Returns:
    loss -- the loss function (vanilla logistic loss)
    """
    
    # retrieve parameters
    W1 = parameters["W1"]
    b1 = parameters["b1"]
    W2 = parameters["W2"]
    b2 = parameters["b2"]
    W3 = parameters["W3"]
    b3 = parameters["b3"]
    
    # LINEAR -> RELU -> LINEAR -> RELU -> LINEAR -> SIGMOID
    z1 = np.dot(W1, X) + b1
    a1 = relu(z1)
    z2 = np.dot(W2, a1) + b2
    a2 = relu(z2)
    z3 = np.dot(W3, a2) + b3
    a3 = sigmoid(z3)
    
    cache = (z1, a1, W1, b1, z2, a2, W2, b2, z3, a3, W3, b3)
    
    return a3, cache

def backward_propagation(X, Y, cache):
    """
    Implement the backward propagation presented in figure 2.
    
    Arguments:
    X -- input dataset, of shape (input size, number of examples)
    Y -- true "label" vector (containing 0 if cat, 1 if non-cat)
    cache -- cache output from forward_propagation()
    
    Returns:
    gradients -- A dictionary with the gradients with respect to each parameter, activation and pre-activation variables
    """
    m = X.shape[1]
    (z1, a1, W1, b1, z2, a2, W2, b2, z3, a3, W3, b3) = cache
    
    dz3 = 1./m * (a3 - Y)
    dW3 = np.dot(dz3, a2.T)
    db3 = np.sum(dz3, axis=1, keepdims = True)
    
    da2 = np.dot(W3.T, dz3)
    dz2 = np.multiply(da2, np.int64(a2 > 0))
    dW2 = np.dot(dz2, a1.T)
    db2 = np.sum(dz2, axis=1, keepdims = True)
    
    da1 = np.dot(W2.T, dz2)
    dz1 = np.multiply(da1, np.int64(a1 > 0))
    dW1 = np.dot(dz1, X.T)
    db1 = np.sum(dz1, axis=1, keepdims = True)
    
    gradients = {"dz3": dz3, "dW3": dW3, "db3": db3,
                 "da2": da2, "dz2": dz2, "dW2": dW2, "db2": db2,
                 "da1": da1, "dz1": dz1, "dW1": dW1, "db1": db1}
    
    return gradients

def predict(X, y, parameters):
    """
    This function is used to predict the results of a  n-layer neural network.
    
    Arguments:
    X -- data set of examples you would like to label
    parameters -- parameters of the trained model
    
    Returns:
    p -- predictions for the given dataset X
    """
    
    m = X.shape[1]
    p = np.zeros((1,m), dtype = np.int)
    
    # Forward propagation
    a3, caches = forward_propagation(X, parameters)
    
    # convert probas to 0/1 predictions
    for i in range(0, a3.shape[1]):
        if a3[0,i] > 0.5:
            p[0,i] = 1
        else:
            p[0,i] = 0

    # print results

    #print ("predictions: " + str(p[0,:]))
    #print ("true labels: " + str(y[0,:]))
    print("Accuracy: "  + str(np.mean((p[0,:] == y[0,:]))))
    
    return p

def load_2D_dataset():
    data = scipy.io.loadmat('datasets/data.mat')
    train_X = data['X'].T
    train_Y = data['y'].T
    test_X = data['Xval'].T
    test_Y = data['yval'].T

    plt.scatter(train_X[0, :], train_X[1, :], c=train_Y, s=40, cmap=plt.cm.Spectral);
    
    return train_X, train_Y, test_X, test_Y

def plot_decision_boundary(model, X, y):
    # Set min and max values and give it some padding
    x_min, x_max = X[0, :].min() - 1, X[0, :].max() + 1
    y_min, y_max = X[1, :].min() - 1, X[1, :].max() + 1
    h = 0.01
    # Generate a grid of points with distance h between them
    xx, yy = np.meshgrid(np.arange(x_min, x_max, h), np.arange(y_min, y_max, h))
    # Predict the function value for the whole grid
    Z = model(np.c_[xx.ravel(), yy.ravel()])
    Z = Z.reshape(xx.shape)
    # Plot the contour and training examples
    plt.contourf(xx, yy, Z, cmap=plt.cm.Spectral)
    plt.ylabel('x2')
    plt.xlabel('x1')
    plt.scatter(X[0, :], X[1, :], c=y, cmap=plt.cm.Spectral)
    plt.show()
    
def predict_dec(parameters, X):
    """
    Used for plotting decision boundary.
    
    Arguments:
    parameters -- python dictionary containing your parameters 
    X -- input data of size (m, K)
    
    Returns
    predictions -- vector of predictions of our model (red: 0 / blue: 1)
    """
    
    # Predict using forward propagation and a classification threshold of 0.5
    a3, cache = forward_propagation(X, parameters)
    predictions = (a3 > 0.5)
    return predictions

def load_dataset():
    np.random.seed(3)
    #(300,2)  (300,)
    train_X, train_Y = sklearn.datasets.make_moons(n_samples=300, noise=.2) #300 #0.2 
    #print(train_X,train_Y)
    # Visualize the data
    #plt.scatter(train_X[:, 0], train_X[:, 1], c=train_Y, s=40, cmap=plt.cm.Spectral);
    train_X = train_X.T
    train_Y = train_Y.reshape((1, train_Y.shape[0]))
    
    return train_X, train_Y

打印数据集看看：

全部代码：

import numpy as np
import sklearn
import matplotlib.pyplot as plt
import sklearn
import sklearn.datasets
import scipy.io
import math
import opt_utils
import testCases1
""""
一般梯度下降算法
"""
def update_parameters_gd(parameters,grads,learning_rate):
    L=len(parameters)//2
    for i in range(L):
        parameters['W'+str(i+1)]=parameters['W'+str(i+1)]-learning_rate*grads['dW'+str(i+1)]
        parameters['b' + str(i + 1)] = parameters['b' + str(i + 1)] - learning_rate * grads['db' + str(i + 1)]
    return parameters
""""
制作样本 mini-batch
"""
def random_mini_batches(X,Y,mini_batch_size):
    m=X.shape[1]###3
    mini_batchs=[]
    permutation = list(np.random.permutation(m))#[2,1,0]
    shuffled_X = X[:,permutation]##X[:,[2,1,0]] 洗牌
    shuffled_Y = Y[:, permutation]  ##X[:,[2,1,0]]
    num_mini_batch=math.floor(m/mini_batch_size)
    for i in range(num_mini_batch):
        mini_batch_X=shuffled_X[:,i*mini_batch_size:(i+1)*mini_batch_size]
        mini_batch_Y=shuffled_Y[:,i*mini_batch_size:(i+1)*mini_batch_size]
        mini_batch=(mini_batch_X,mini_batch_Y)
        mini_batchs.append(mini_batch)
    if m/mini_batch_size!=0:
        mini_batch_X = shuffled_X[:, (i + 1) * mini_batch_size:]
        mini_batch_Y = shuffled_Y[:, (i + 1) * mini_batch_size:]
        mini_batch = (mini_batch_X, mini_batch_Y)
        mini_batchs.append(mini_batch)
    return mini_batchs
"""
Momentum初始化参数
"""
def initialize_Momentum_paremeters(parameters):
    L=len(parameters)//2
    v={}
    for i in range(L):
        v['dW'+str(i+1)]=np.zeros(parameters['W'+str(i+1)].shape)
        v['db' + str(i + 1)] = np.zeros(parameters['b' + str(i + 1)].shape)
    return v
"""
Momentum更新权重
"""
def upate_parameters_Momentum(parameters,grads,v,beta,learning_rate):
    L=len(parameters)//2
    for i in range(L):
        v['dW' + str(i + 1)]=beta*v['dW'+str(i+1)]+(1-beta)*grads['dW'+str(i+1)]
        v['db' + str(i + 1)] = beta * v['db' + str(i + 1)] + (1 - beta) * grads['db' + str(i + 1)]
        parameters['W'+str(i+1)]=parameters['W'+str(i+1)]-learning_rate*v['dW' + str(i + 1)]
        parameters['b' + str(i + 1)] = parameters['b' + str(i + 1)] - learning_rate * v['db' + str(i + 1)]
    return parameters,v
"""
Adam初始化参数
"""
def initialize_Adam_parameters(parameters):
    L=len(parameters)//2
    v={}
    s={}
    for i in range(L):
        v['dW' + str(i + 1)] = np.zeros(parameters['W'+str(i+1)].shape)
        v['db' + str(i + 1)] = np.zeros(parameters['b' + str(i + 1)].shape)
        s['dW' + str(i + 1)] = np.zeros(parameters['W' + str(i + 1)].shape)
        s['db' + str(i + 1)] = np.zeros(parameters['b' + str(i + 1)].shape)
    return v,s
"""
Adam更新权重
"""
def update_parameters_Adam(parameters,grads,v,s,t,beta1,beta2,learning_rate,epsilon):
    L = len(parameters) // 2
    v_correct={}
    s_correct = {}
    for i in range(L):
        v['dW' + str(i + 1)] = beta1 * v['dW' + str(i + 1)] + (1 - beta1) * grads['dW' + str(i + 1)]
        v['db' + str(i + 1)] = beta1 * v['db' + str(i + 1)] + (1 - beta1) * grads['db' + str(i + 1)]
        v_correct['dW' + str(i + 1)]=v['dW' + str(i + 1)]/(1-beta1**t)
        v_correct['db' + str(i + 1)] = v['db' + str(i + 1)] / (1 - beta1 ** t)

        s['dW' + str(i + 1)] = beta2 * s['dW' + str(i + 1)] + (1 - beta2) * np.square(grads['dW' + str(i + 1)])
        s['db' + str(i + 1)] = beta2 * s['db' + str(i + 1)] + (1 - beta2) * np.square(grads['db' + str(i + 1)])
        s_correct['dW' + str(i + 1)] = s['dW' + str(i + 1)] / (1 - beta2 ** t)
        s_correct['db' + str(i + 1)] = s['db' + str(i + 1)] / (1 - beta2 ** t)
        parameters['W' + str(i + 1)] = parameters['W' + str(i + 1)] - \
                                       learning_rate * (v_correct['dW' + str(i + 1)]/(np.sqrt(s['dW' + str(i + 1)])+epsilon))
        parameters['b' + str(i + 1)] = parameters['b' + str(i + 1)] - \
                                       learning_rate * (v_correct['db' + str(i + 1)]/(np.sqrt(s['db' + str(i + 1)])+epsilon))
    return parameters, v,s
def model(X,Y,layer_dims,optimizer,learning_rate,mini_batch_size,beta,beta1,beta2,epsilon,num_pochs):
    t=0
    costs=[]
    parameters=opt_utils.initialize_parameters(layer_dims)
    if optimizer=='gd':
        pass
    elif optimizer=='Momentum':
        v=initialize_Momentum_paremeters(parameters)
    elif optimizer=='Adam':
        v, s=initialize_Adam_parameters(parameters)
    for i in range(num_pochs):
        mini_batchs=random_mini_batches(X,Y,mini_batch_size)   ###[([X],[Y]),([X2],[Y2])]
        for minibatch in mini_batchs:
            (minibatch_X,minibatch_Y)=minibatch
            A3, cache=opt_utils.forward_propagation(minibatch_X,parameters)
            cost=opt_utils.compute_cost(A3,minibatch_Y)
            gradients=opt_utils.backward_propagation(minibatch_X, minibatch_Y, cache)
            if optimizer=='gd':
                parameters=update_parameters_gd(parameters,gradients,learning_rate)
            elif optimizer=='Momentum':
                parameters, v=upate_parameters_Momentum(parameters, gradients, v, beta, learning_rate)
            elif optimizer=='Adam':
                t=t+1
                parameters, v, s=update_parameters_Adam(parameters, gradients, v, s, t, beta1, beta2, learning_rate, epsilon)
        if i%1000==0:
            costs.append(cost)
            print('after {} epochs cost={}'.format(i,cost) )
    plt.plot(costs)
    plt.xlabel('num_pochs(per 100)')
    plt.ylabel('costs')
    plt.title('learning_rate={}'.format(learning_rate))
    plt.savefig('Adam.jpg')
    plt.show()
    return parameters
def test():
############test mini_batch
    # X, Y, mini_batch_size=testCases1.random_mini_batches_test_case()
    # mini_batchs=random_mini_batches(X, Y, mini_batch_size=64)
    # print('first x shape={}'.format(mini_batchs[0][0].shape))
    # print('second x shape={}'.format(mini_batchs[1][0].shape))
    # print('third x shape={}'.format(mini_batchs[2][0].shape))
    # print('first y shape={}'.format(mini_batchs[0][1].shape))
    # print('second y shape={}'.format(mini_batchs[1][1].shape))
    # print('third y shape={}'.format(mini_batchs[2][1].shape))
###############
#######test initialize_vecolity
    # parameters=testCases1.initialize_velocity_test_case()
    # v=initialize_velocity(parameters)
    # print(v)
####################
#######test upate_parameters_Momentum
    # parameters, grads, v=testCases1.update_parameters_with_momentum_test_case()
    # parameters, v=upate_parameters_Momentum(parameters,grads,v,beta=0.9,learning_rate=0.01)
    # print(parameters)
    # print(v)
###############
########test upate_parameters_Adam
    parameters, grads, v, s=testCases1.update_parameters_with_adam_test_case()
    parameters, v, s=update_parameters_Adam(parameters,grads,v,s,t=2,beta1=0.9,beta2=0.999,learning_rate=0.01,epsilon=1e-8)
    print(parameters,v,s)
def test_model():
    train_X, train_Y=opt_utils.load_dataset()
    layer_dims=[train_X.shape[0],5,2,1]
    parameters=model(train_X,train_Y,layer_dims,optimizer='gd',learning_rate=0.0007,
               mini_batch_size=64,beta=0.9,beta1=0.9,beta2=0.999,epsilon=1e-8,num_pochs=10000)
    opt_utils.predict(train_X, train_Y, parameters)
if __name__=='__main__':
   #test()
   test_model()

更改model()里的optimizer即可，普通梯度下降法结果：

Momentum下降结果和上面结果差不多可能是学习率太小，数据集太简单导致的吧

Adam下降结果，能够更快的收敛