全量梯度下降
# 全量梯度下降
import numpy as np
# 创建数据集 X, y
np.random.seed(1)
X = np.random.rand(100, 1)
y = 4 + 3 * X + np.random.randn(100, 1)
X_b = np.c_[np.ones((100, 1)), X]
# 创建超参数
learning_rate = 0.001
n_iterations = 10000
# 1, 初始化θ, W0 ... Wn, 标准正太分布创建W
theta = np.random.rand(2, 1)
# 4, 判断是否收敛, 一般不会去设定阈值, 而是直接采用设置相对大的迭代次数保证可以收敛
for _ in range(n_iterations):
# 2, 求梯度, 计算gradient
gradients = X_b.T.dot(X_b.dot(theta) - y)
# 3, 应用梯度下降法的公式去调整θ值 θt+1 = θt - η * gradient
theta = theta - learning_rate * gradients
print(theta)
随机梯度下降
# 随机梯度下降
import numpy as np
# 创建数据集 X, y
X = 2 * np.random.rand(100, 1)
y = 4 + 3 * X + np.random.randn(100, 1)
X_b = np.c_[np.ones((100, 1)), X]
# 创建超参数
n_epochs = 10000
m = 100
learning_rate = 0.001
theta = np.random.randn(2, 1)
for epoch in range(n_epochs):
for _ in range(m):
random_index = np.random.randint(m)
xi = X_b[random_index:random_index + 1]
yi = y[random_index:random_index + 1]
gradients = xi.T.dot(xi.dot(theta) - yi)
theta = theta - learning_rate * gradients
print(theta)
小批量梯度下降
# 小批量梯度下降
import numpy as np
X = 2 * np.random.rand(100, 1)
y = 4 + 3 * X + np.random.randn(100, 1)
X_b = np.c_[np.ones((100, 1)), X]
learning_rate = 0.0001
n_epochs = 10000
m = 100
batch_size = 10
num_batches = int(m / batch_size)
theta = np.random.randn(2, 1)
for epoch in range(n_epochs):
# 在双层for循环之间, 每个轮次开始分批次迭代之前打乱数据索引顺序
arr = np.arange(len(X_b))
np.random.shuffle(arr)
X_b = X_b[arr]
y = y[arr]
for i in range(num_batches):
X_batch = X_b[i * batch_size: i * batch_size + batch_size]
y_batch = y[i * batch_size: i * batch_size + batch_size]
gradients = X_batch.T.dot(X_batch.dot(theta) - y_batch)
theta = theta - learning_rate * gradients
print(theta)