随机梯度下降法

import random

import numpy as np

t = np.array([400, 336, 369, 232, 540])
X = np.array([[2104, 3], [1600, 3], [2400, 3], [1416, 2], [3000, 4]])

theta = [1, 1]

alpha = 0.0000001
epsilon = 1e-5
loss = 10
error = 0
max_iters = 10000
iter_count = 0

while (loss > epsilon and iter_count < max_iters):
    loss = 0
    i = random.randint(0, 4)
    j = (i + 1) % 4
    y0 = theta[0] * X[i][0] + theta[1] * X[i][1]
    y1 = theta[0] * X[j][0] + theta[1] * X[j][1]

    theta[0] = theta[0] - alpha * (1 / 2) * (
            (y0 - t[i]) * X[i][0] + (y1 - t[j]) * X[j][0])
    theta[1] = theta[1] - alpha * (1 / 2) * (
            (y0 - t[i]) * X[i][1] + (y1 - t[j]) * X[j][1])
    for i in range(3):
        y = theta[0] * X[i][0] + theta[1] * X[i][1]
        error = (1 /2) * (y - t[i]) ** 2
        loss = loss + error
    iter_count += 1


print('theta: ', theta)
print('final loss: ', loss)

print('iters: ', iter_count)

运行结果

"D:\py project\exer\venv\Scripts\python.exe" "D:/py project/exer/SGD.py"
theta:  [0.17134841309495594, 1.0143142804721434]
final loss:  3417.732911609579
iters:  10000

Process finished with exit code 0