算法-BGD/SGD/MBGD简单实现 - huangqihao723的博客
梯度下降法，也称最速下降法，用当前位置负梯度作为搜索方向，靠近目标值的时候收敛速度会下降；
原
机器学习小组知识点4&5:批量梯度下降法(BGD)和随机梯度下降法(SGD)的代码实现Matlab版
这里趁着脑子还清醒就把代码敲出来了：
亲测是没有bug的，欢迎大家来找虫。
clear all
close all
clc
%% initialization
% input x & y
x1 = [1 3 2104]; y1 = 400;
x2 = [1 3 1600]; y2 = 330;
x3 = [1 3 2400]; y3 = 369;
x4 = [1 2 1416]; y4 = 232;
x5 = [1 4 3000]; y5 = 540;
X = [x1;x2;x3;x4;x5];
Y = [y1;y2;y3;y4;y5];
N = 5; % the number of sample
% parameter
theta_new = zeros(length(x1),1);
% iteration number
itn = 2e2;
% tolerance
tol = 1e-20;
% learning rate(stepsize)
alpha_BGD = 0.00000001;
alpha_SGD = 0.0000001;
%% main function
i = 1; %itn index
theta_old = theta_new;
error = 1.0;
k = 1; % SGD sample index
enenrgy = zeros(itn,1);
option = input('Enter the case(number) you want: \n 1 -> BGD. \n 2 -> SGD.\n ' )
while((i <= itn) && (error >= tol))
switch option
case 1
% BGD
sum_temp = 0;
for jj = 1:N
sum_temp = sum_temp + ( Y(jj) - X(jj,:)*theta_old )*X(jj,:)';
end
theta_new = theta_old + alpha_BGD*sum_temp;
case 2
% SGD
theta_new = theta_old + alpha_SGD*( Y(k) - X(k,:)*theta_old )*X(k,:)';
if k == 5
k = 1;
else
k = k+1;
end
end
error = norm(X*theta_new-Y)^2;
theta_old = theta_new;
energy(i) = error;
i = i + 1;
end
figure,plot(1:length(energy),energy),title('error(energy)');
itn = i-1
theta = theta_new
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如果输出图的话，大家会看到SGD误差振荡下降。说明了SGD的噪音太多然而BGD却一路向下。
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如果为凸函数，则目标值为全局最优值，否则，会陷入局部最优的情况
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<span class="desc oneline">1：对于随机梯度下降SGD可能大家都比较了解，也很熟悉，说起来也很简单，在使用中我们一般用的是带mini batch的SGD。这个也描述起来很简单，但是在使用中还是有一些trick才可以的，最近在做一...</span>
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C++<em>代码实现</em>梯度下降算法并给出测试用例 - u014403897的专栏 </h4>
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<span class="desc oneline">此处仅给出代码实现，具体原理及过程请看前面的博文
测试文件输入格式如下：
2 10 0.01 10
2104 3 399900
1600 3 329900
2400 3 369000
1416 …
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<span class="desc oneline">[Machine Learning] 梯度下降法的三种形式BGD、SGD以及MBGD
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批量梯度下降法BGD
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<span class="desc oneline">GDwhile True:
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<span class="desc oneline">1. 前言
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<span class="desc oneline">大家好，一直在用深度学习，但是感觉理论并不扎实，打算开始补点理论基础，在CSDN上记录下来。
今天介绍随机梯度下降法和反向传播，首先介绍梯度下降法。
1.梯度下降法
梯度下降法是从初始值开始，向…
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<span class="desc oneline">首先引荐一片写的很详细的博文https://www.cnblogs.com/pinard/p/5970503.html
具体介绍不在累述，本文主要可视化三种梯度下降的差异
先附上手动推导过程：
…
来自： qq_26347025的博客
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<span class="desc oneline">一、基本原理
梯度法：
由一阶泰勒级数展开式，f(x+dx) = f(x) + sum(i,df/dx(i)*dx(i)) + r(x,dx)。其中r(x,dx)为余项，当dx很小时，可忽略余项。…
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<span class="desc oneline">大多数的机器学习算法都涉及某种形式的优化。优化指的是改变以最小化或者最大化某个函数的任务。我们通常以最小化指代大多数优化问题。最大化可由最小化算法最小化来实现。
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<span class="desc oneline">一、考虑一下线性方程组</span>
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<span class="desc oneline">一、回归函数及目标函数
以均方误差作为目标函数（损失函数），目的是使其值最小化，用于优化上式。
二、优化方式（Gradient Descent）
1、最速梯度下降法
a、对目标函数求导
b、沿…
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<span class="desc oneline">一、符号解释
M 训练样本的数量
x 输入变量，又称特征
y 输出变量，又称目标
(x, y) 训练样本，对应监督学习的输入和输出
表示第i组的x
表示第i组的y
h(x)表示对应算法的函数
是算…
来自： Qer的博客
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<span class="desc oneline">看这篇文章前强烈建议你看看上一篇python实现梯度下降法：一、为什么要提出随机梯度下降算法注意看梯度下降法权值的更新方式（推导过程在上一篇文章中有） 也就是说每次更新权值都需要遍历整个数据集（注...</span>
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<a href="https://blog.csdn.net/u014625162/article/details/54561692" target="_blank" title="Deep learning之梯度下降（BGD/SGD） - u014625162的博客">
<span class="desc oneline">问题
简单来说，有一堆实数数据，数据的格式如下：
x1,x2,x3,⋯,xn,y
所有的这些数据称为训练集，其中x称为feature，y称为target。
现在又有一些数据：
x1,x2,x…
来自： u014625162的博客
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<em>梯度下降法</em>的<em>matlab</em>实现 - 越努力越幸运越幸福 </h4>
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<span class="desc oneline">NOTE:这是本人在学习NG课程后，尝试练习的用matlab实现的梯度下降算法。具体的梯度下降法的知识点不在赘述。
请参考线性回归 梯度下降知识点
一、线性回归（Linear Regression…
来自： 越努力越幸运越幸福
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简单的梯度下降C++实现 </h4>
<span class="data float-right">04-04</span>
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梯度下降C++的简单实现，没有做优化，包含源码，可执行程序以及测试集、训练集和结果。 </div>
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深度学习优化函数详解（3）-- mini-batch <em>SGD</em> 小<em>批量</em><em>随机</em>梯度下降 - 史丹利复合田的博客 </h4>
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<span class="desc oneline">深度学习优化函数详解系列目录
深度学习优化函数详解（0）– 线性回归问题
深度学习优化函数详解（1）– Gradient Descent 梯度下降法
深度学习优化函数详解（2）– SGD 随…
来自： 史丹利复合田的博客
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梯度下降(Gradient Descent)简析及<em>matlab</em>实现 - zsfcg的专栏 </h4>
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1.2万</span>
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<span class="desc oneline">本文结合实例简单介绍梯度下降算法。
梯度下降用处广泛，既可以用于回归也可以用于分类，在神经网络中更是作为主流方法完成网络参数估计任务。
方便起见，用二维点表示我们的训练数据集。
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<em>机器学习</em><em>小组</em><em>知识点</em>6:最大似然估计法(MLE) - Eric2016_Lv的博客 </h4>
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<span class="desc oneline">为了照顾大家不同的基础，我只能写的不是很数学化，因此就用大家都能理解的东西。最大似然估计中采样需满足一个很重要的假设，就是所有的采样都是独立同分布的。下面我们具体描述一下最大似然估计：
最大似然估计…
来自： Eric2016_Lv的博客
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...和随机梯度下降法(SGD)的代码实现Matlab版 - Eric20..._CSDN博客
10-15
利用Matlab构建深度前馈神经网络以及各类优化算法的应用(SGD、mSGD、AdaGrad、RMSProp...Matlab 6篇 C++ 3篇 数据挖掘 25篇 股票入门基础 48篇 cuda程序 1篇...
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ALS矩阵分解推荐模型 - linger(心怀梦想，活在当下，知乎ID：linger liu) </h4>
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<span class="desc oneline">ALS矩阵分解推荐模型
其实通过模型来预测一个user对一个item的评分，思想类似线性回归做预测，大致如下
定义一个预测模型（数学公式），
然后确定一个损失函数，
将已有数据作为训练集，
不断…
来自： linger(心怀梦想，活在当下，知乎ID：linger liu)
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<span class="desc oneline">全栈工程师开发手册 （作者：栾鹏）
python数据挖掘系列教程
梯度下降法算法详情参考：https://www.cnblogs.com/pinard/p/5970503.html随机梯度下…
来自： 全栈工程师开发手册（原创）
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<span class="desc oneline">1. 批量梯度下降法BGD
批量梯度下降法（Batch Gradient Descent，简称BGD）是梯度下降法最原始的形式，它的具体思路是在更新每一参数时都使用所有的样本来进行更新，其…
来自： sinat_32329183的博客
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七、用<em>随机</em><em>梯度下降法</em>(<em>SGD</em>)做线性拟合 - jiangjingxuan的博客 </h4>
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<span class="date hover-show">01-25</span>
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<a href="https://blog.csdn.net/jiangjingxuan/article/details/54728597" target="_blank" title="七、用随机梯度下降法(SGD)做线性拟合 - jiangjingxuan的博客">
<span class="desc oneline">scikit-learn的线性回归模型都是通过最小化成本函数来计算参数的，通过矩阵乘法和求逆运算来计算参数。当变量很多的时候计算量会非常大，因此我们改用梯度下降法，批量梯度下降法每次迭代都用所有样本，...</span>
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梯度下降,<em>随机</em>梯度下降，mini-batch梯度下降 - ymshan92的专栏 </h4>
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<span class="date hover-show">01-30</span>
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<span class="desc oneline">三种梯度下降法1、梯度下降法以线性回归为例：梯度下降：
当m很大时，所需要的时间将会很长，该梯度下降法也称为批量梯度下降法(batch gradient descent).“批量”就是表示我们需要每…
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<em>随机</em><em>梯度下降法</em>和最小二乘法的TensorFlow实现 - renxingkai的博客 </h4>
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<span class="desc oneline">1.随机梯度下降法（SGD）
随机梯度下降法是用来求参数的优化算法，具体算法不过多阐述，此处采用线性拟合来实现SGD，同时使用TensorFlow进行计算，具体思路注释写的较为清楚，直接附上代码：
…
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<em>随机</em><em>梯度下降法</em>求解SVM（附<em>matlab</em>代码） - hdc的专栏 </h4>
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<span class="desc oneline">随机梯度下降法求解SVM的原理的简单介绍，以及Matlab代码</span>
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<em>梯度下降法</em>求解线性回归之<em>matlab</em>实现 - just_do_it_123的博客 </h4>
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<span class="desc oneline">线性回归其实就是寻找一条直线拟合数据点，使得损失函数最小。直线的表达式为：
yi=ω1xi,1+ω2xi,2+ωjxi,j+…+by_i = \omega_1x_{i,1}+\omega_2x_…
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clear
clc
% training sample data;
% p0=3;
% p1=7;
% x=1:4;
% y=p0+p1*x;
x=[2.014,1.416,1.534,0.852]…
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matlab实现机器学习中随机梯度下降，数据集在uci </div>
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并行<em>sgd</em>算法和min-batch gd算法 - 金字塔上的蜗牛的专栏 </h4>
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<span class="desc oneline">sgd算法全称随机梯度下降法，有着比批梯度下降法更快收敛的优势，该算法名称中的“随机”二字是改算法的中心精神所在。
sgd算法是一种天生的串行的算法，当数据量大的时候们希望通过使用多个机器并行计算的…
来自： 金字塔上的蜗牛的专栏
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