梯度下降法

一个梯度下降法的python实现

# 梯度下降法，参考 https://blog.csdn.net/pengjian444/article/details/71075544
import numpy as np

def cal_rosenbrock(x1, x2):
    """
    计算rosenbrock函数的值
    :param x1:
    :param x2:
    :return:
    """
    return (1 - x1) ** 2 + 100 * (x2 - x1 ** 2) ** 2

def cal_rosenbrock_prax(x1, x2):
    """
    对x1求偏导
    """
    return -2 + 2 * x1 - 400 * (x2 - x1 ** 2) * x1

def cal_rosenbrock_pray(x1, x2):
    """
    对x2求偏导
    """
    return 200 * (x2 - x1 ** 2)

def for_rosenbrock_func(max_iter_count=100000, step_size=0.001):
    pre_x = np.zeros((2,), dtype=np.float32)  # 给出x, y初始值，为0,0
    loss = 10  # 随便初始化一个数
    iter_count = 0
    while loss > 0.00001 and iter_count < max_iter_count:  # 终止条件  已知loss最小值为0
        error = np.zeros((2,), dtype=np.float32)
        error[0] = cal_rosenbrock_