线性回归从零开始

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生成数据集

$$\mathbf{y}=\mathbf{Xw}+b+ϵ$$
$$\mathbf{X}\in {\mathbb{R}}^{1000\times 2}、\mathbf{w}=[2,-3.4{]}^{\top }、b=4.2、ϵ\sim N(0,0.01)$$

def data_iter(batch_size, features, labels):
    num_examples = len(features)
    indices = list(range(num_examples))
    # 这些样本是随机读取的，没有特定的顺序
    random.shuffle(indices) # random.shuffle 将一个列表中的元素打乱顺序
    for i in range(0, num_examples, batch_size):
        batch_indices = torch.tensor(
            indices[i: min(i + batch_size, num_examples)])
        yield features[batch_indices], labels[batch_indices]

d2l.set_figsize()
d2l.plt.scatter(features[:, (1)].detach().numpy(), labels.detach().numpy(), 1);

读取数据集

def data_iter(batch_size, features, labels):
    num_examples = len(features)
    indices = list(range(num_examples))
    # 这些样本是随机读取的，没有特定的顺序
    random.shuffle(indices) # random.shuffle 将一个列表中的元素打乱顺序
    for i in range(0, num_examples, batch_size):
        batch_indices = torch.tensor(
            indices[i: min(i + batch_size, num_examples)])
        yield features[batch_indices], labels[batch_indices]

batch_size = 10

for X, y in data_iter(batch_size, features, labels):
    print(X, '\n', y)
    break

初始化模型参数

w = torch.normal(0, 0.01, size=(2,1), requires_grad=True)
b = torch.zeros(1, requires_grad=True)

定义模型

def linreg(X, w, b):  #@save
    """线性回归模型"""
    return torch.matmul(X, w) + b

损失函数

$$l^{(i)}(\mathbf{w},b)=\frac{1}{2}{\left({\hat{y}}^{(i)}-y^{(i)}\right)}^2$$

def squared_loss(y_hat, y):  #@save
    """均方损失"""
    return (y_hat - y.reshape(y_hat.shape)) ** 2 / 2

优化算法

$$(\mathbf{w},b)\leftarrow (\mathbf{w},b)-\frac{\eta }{|\mathcal{B}|}\sum _{i\in \mathcal{B}}{\partial }_{(\mathbf{w},b)}{l}^{(i)}(\mathbf{w},b).$$

$\eta$表示学习率,$|\mathcal{B}|$每个小批量的样本数

def sgd(params, lr, batch_size):  #@save
    """小批量随机梯度下降"""
    with torch.no_grad():
        for param in params:
            param -= lr * param.grad / batch_size
            param.grad.zero_()

训练

lr = 0.03 # 学习率
num_epochs = 3 # 迭代周期个数
net = linreg
loss = squared_loss

for epoch in range(num_epochs):
    for X, y in data_iter(batch_size, features, labels):
        l = loss(net(X, w, b), y)  # X和y的小批量损失
        # 因为l形状是(batch_size,1)，而不是一个标量。l中的所有元素被加到一起，
        # 并以此计算关于[w,b]的梯度
        l.sum().backward()
        sgd([w, b], lr, batch_size)  # 使用参数的梯度更新参数
    with torch.no_grad():
        train_l = loss(net(features, w, b), labels)
        print(f'epoch {epoch + 1}, loss {float(train_l.mean()):f}')

print(f'w的估计值: { w.reshape(true_w.shape)}')
print(f'b的估计值: { b}')

w的估计值: tensor([ 1.9997, -3.3994], grad_fn=)
b的估计值: tensor([4.1998], requires_grad=True)

参考

《动手学深度学习》，李沐