Python实现 线性回归（梯度下降）

import numpy as np
import pandas as pd
from numpy import *
from pandas import *
import matplotlib.pyplot as plt


x = np.array([[1,2],[2,1],[3,2.5],[4,3],
              [5,4],[6,5],[7,2.7],[8,4.5],
              [9,2]])

m, n = np.shape(x)
x_data = np.ones((m,n))
x_data[:,:-1] = x[:,:-1]
y_data = x[:,-1]

print x_data.shape
print y_data.shape
m, n = np.shape(x_data)
theta = np.ones(n)


def batchGradientDescent(maxiter,x,y,theta,alpha):
    xTrains = x.transpose()
    for i in range(0,maxiter):
        hypothesis = np.dot(x,theta)
        loss = (hypothesis-y)
        gradient = np.dot(xTrains,loss)/m
        theta = theta - alpha * gradient
        cost = 1.0/2*m*np.sum(np.square(np.dot(x,np.transpose(theta))-y))
        print "cost: %f"%cost
    return theta

result = batchGradientDescent(10000,x_data,y_data,theta,0.01)
newy = np.dot(x_data,result)
fig, ax = plt.subplots()
ax.plot(x[:,0],newy, 'k--')
ax.plot(x[:,0],x[:,1], 'ro')
plt.show()
print "final: ",result

cost: 299.028425
cost: 167.353519
cost: 107.271829
cost: 79.847296
cost: 67.319323
cost: 61.586458
cost: 58.953241
cost: 57.733994
cost: 57.159802
cost: 56.879924
cost: 56.734371
cost: 56.650162
cost: 56.594009
cost: 56.550726
cost: 56.513387
cost: 56.478830
cost: 56.445615
cost: 56.413084
cost: 56.380936
cost: 56.349033
cost: 56.317313
cost: 56.285748
cost: 56.254322
cost: 56.223031
cost: 56.191870
cost: 56.160837
cost: 56.129933
cost: 56.099156
cost: 56.068505
cost: 56.037980
cost: 56.007580
cost: 55.977305
cost: 55.947154
cost: 55.917127
cost: 55.887223
cost: 55.857442
cost: 55.827783
cost: 55.798246
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cost: 55.453111
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趋近于平滑了