python使用梯度下降算法实现一个多线性回归

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python使用梯度下降算法实现一个多线性回归，供大家参考，具体内容如下

图示：

import pandas as pd
import matplotlib.pylab as plt
import numpy as np
# Read data from csv
pga = pd.read_csv("D:\python3\data\Test.csv")
# Normalize the data 归一化值 (x - mean) / (std)
pga.AT = (pga.AT - pga.AT.mean()) / pga.AT.std()
pga.V = (pga.V - pga.V.mean()) / pga.V.std()
pga.AP = (pga.AP - pga.AP.mean()) / pga.AP.std()
pga.RH = (pga.RH - pga.RH.mean()) / pga.RH.std()
pga.PE = (pga.PE - pga.PE.mean()) / pga.PE.std()

def cost(theta0, theta1, theta2, theta3, theta4, x1, x2, x3, x4, y):

Initialize cost

J = 0

The number of observations

m = len(x1)

Loop through each observation

通过每次观察进行循环

for i in range(m):

Compute the hypothesis

计算假设

h=theta0+x1[i]*theta1+x2[i]*theta2+x3[i]*theta3+x4[i]*theta4

Add to cost

J += (h - y[i])**2

Average and normalize cost

J /= (2*m)
return J

The cost for theta0=0 and theta1=1

def partial_cost_theta4(theta0,theta1,theta2,theta3,theta4,x1,x2,x3,x4,y):
h = theta0 + x1 * theta1 + x2 * theta2 + x3 * theta3 + x4 * theta4
diff = (h - y) * x4
partial = diff.sum() / (x2.shape[0])
return partial

def partial_cost_theta3(theta0,theta1,theta2,theta3,theta4,x1,x2,x3,x4,y):
h = theta0 + x1 * theta1 + x2 * theta2 + x3 * theta3 + x4 * theta4
diff = (h - y) * x3
partial = diff.sum() / (x2.shape[0])
return partial

def partial_cost_theta2(theta0,theta1,theta2,theta3,theta4,x1,x2,x3,x4,y):
h = theta0 + x1 * theta1 + x2 * theta2 + x3 * theta3 + x4 * theta4
diff = (h - y) * x2
partial = diff.sum() / (x2.shape[0])
return partial

def partial_cost_theta1(theta0,theta1,theta2,theta3,theta4,x1,x2,x3,x4,y):
h = theta0 + x1 * theta1 + x2 * theta2 + x3 * theta3 + x4 * theta4
diff = (h - y) * x1
partial = diff.sum() / (x2.shape[0])
return partial

对theta0 进行求导

Partial derivative of cost in terms of theta0

def partial_cost_theta0(theta0, theta1, theta2, theta3, theta4, x1, x2, x3, x4, y):
h = theta0 + x1 * theta1 + x2 * theta2 + x3 * theta3 + x4 * theta4
diff = (h - y)
partial = diff.sum() / (x2.shape[0])
return partial

def gradient_descent(x1,x2,x3,x4,y, alpha=0.1, theta0=0, theta1=0,theta2=0,theta3=0,theta4=0):
max_epochs = 1000 # Maximum number of iterations 最大迭代次数
counter = 0 # Intialize a counter 当前第几次
c = cost(theta0, theta1, theta2, theta3, theta4, x1, x2, x3, x4, y) ## Initial cost 当前代价函数
costs = [c] # Lets store each update 每次损失值都记录下来

Set a convergence threshold to find where the cost function in minimized

When the difference between the previous cost and current cost

is less than this value we will say the parameters converged

设置一个收敛的阈值 (两次迭代目标函数值相差没有相差多少,就可以停止了)

convergence_thres = 0.000001
cprev = c + 10
theta0s = [theta0]
theta1s = [theta1]
theta2s = [theta2]
theta3s = [theta3]
theta4s = [theta4]

When the costs converge or we hit a large number of iterations will we stop updating

两次间隔迭代目标函数值相差没有相差多少(说明可以停止了)

while (np.abs(cprev - c) > convergence_thres) and (counter < max_epochs):
cprev = c

Alpha times the partial deriviative is our updated

先求导, 导数相当于步长

update0 = alpha * partial_cost_theta0(theta0, theta1, theta2, theta3, theta4, x1, x2, x3, x4, y)
update1 = alpha * partial_cost_theta1(theta0, theta1, theta2, theta3, theta4, x1, x2, x3, x4, y)
update2 = alpha * partial_cost_theta2(theta0, theta1, theta2, theta3, theta4, x1, x2, x3, x4, y)
update3 = alpha * partial_cost_theta3(theta0, theta1, theta2, theta3, theta4, x1, x2, x3, x4, y)
update4 = alpha * partial_cost_theta4(theta0, theta1, theta2, theta3, theta4, x1, x2, x3, x4, y)

Update theta0 and theta1 at the same time

We want to compute the slopes at the same set of hypothesised parameters

so we update after finding the partial derivatives

-= 梯度下降，+=梯度上升

theta0 -= update0
theta1 -= update1
theta2 -= update2
theta3 -= update3
theta4 -= update4

Store thetas

theta0s.append(theta0)
theta1s.append(theta1)
theta2s.append(theta2)
theta3s.append(theta3)
theta4s.append(theta4)

Compute the new cost

当前迭代之后，参数发生更新

c = cost(theta0, theta1, theta2, theta3, theta4, x1, x2, x3, x4, y)

Store updates，可以进行保存当前代价值

costs.append©
counter += 1 # Count

将当前的theta0, theta1, costs值都返回去

#return {‘theta0’: theta0, ‘theta1’: theta1, ‘theta2’: theta2, ‘theta3’: theta3, ‘theta4’: theta4, “costs”: costs}
return {‘costs’:costs}

print(“costs =”, gradient_descent(pga.AT, pga.V,pga.AP,pga.RH,pga.PE)[‘costs’])
descend = gradient_descent(pga.AT, pga.V,pga.AP,pga.RH,pga.PE, alpha=.01)
plt.scatter(range(len(descend[“costs”])), descend[“costs”])
plt.show()

损失函数随迭代次数变换图：

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