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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1600 3 329900
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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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深度学习理论——<em>随机</em><em>梯度下降法</em>(<em>SGD</em>) & 反向传播 - Miss_yuki的博客 </h4>
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<a href="https://blog.csdn.net/Miss_yuki/article/details/80618813" target="_blank" title="深度学习理论——随机梯度下降法(SGD) & 反向传播 - Miss_yuki的博客">
<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…
来自: Miss_yuki的博客
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<a href="https://blog.csdn.net/qq_26347025/article/details/79222967" target="_blank" title="梯度下降(BGD、SGD、MSGD)差异 - qq_26347025的博客">
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梯度下降(<em>BGD</em>、<em>SGD</em>、M<em>SGD</em>)差异 - qq_26347025的博客 </h4>
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<a href="https://blog.csdn.net/qq_26347025/article/details/79222967" target="_blank" title="梯度下降(BGD、SGD、MSGD)差异 - qq_26347025的博客">
<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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<a href="https://blog.csdn.net/student1218/article/details/46881819" target="_blank" title="梯度法(SGD)、拟牛顿法(LBFGS)与共轭梯度法(CG) - 小刀的专栏">
<h4 class="text-truncate oneline" style="width: 750px;">
梯度法(<em>SGD</em>)、拟牛顿法(LBFGS)与共轭梯度法(CG) - 小刀的专栏 </h4>
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<span class="date hover-show">07-14</span>
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<a href="https://blog.csdn.net/student1218/article/details/46881819" target="_blank" title="梯度法(SGD)、拟牛顿法(LBFGS)与共轭梯度法(CG) - 小刀的专栏">
<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。…
来自: 小刀的专栏
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<em>机器学习</em>之梯度下降、<em>批量</em>梯度下降与<em>随机</em>梯度下降 - u012507022的博客 </h4>
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<a href="https://blog.csdn.net/u012507022/article/details/54176144" target="_blank" title="机器学习之梯度下降、批量梯度下降与随机梯度下降 - u012507022的博客">
<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。
我们把要最小化或者最大化的函数称为目标…
来自: u012507022的博客
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<a href="https://blog.csdn.net/zbc1090549839/article/details/38149561" target="_blank" title="随机梯度下降法 - Forever-守望">
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<em>随机</em><em>梯度下降法</em> - Forever-守望 </h4>
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5.4万</span>
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<a href="https://blog.csdn.net/zbc1090549839/article/details/38149561" target="_blank" title="随机梯度下降法 - Forever-守望">
<span class="desc oneline">一、考虑一下线性方程组</span>
</a>
<span class="blog_title_box oneline"><a target="_blank" href="https://blog.csdn.net/zbc1090549839">来自: <span class="blog_title"> Forever-守望</span></a></span>
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梯度下降(<em>BGD</em>)、<em>随机</em>梯度下降(<em>SGD</em>)、Mini-batch Gradient Descent、带Mini-batch的<em>SGD</em> - llx1990rl的专栏 </h4>
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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…
来自: llx1990rl的专栏
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<span class="date hover-show">02-13</span>
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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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python实现<em>随机</em><em>梯度下降法</em> - Cludy Sky的博客 </h4>
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<a href="https://blog.csdn.net/m2284089331/article/details/76492521" target="_blank" title="python实现随机梯度下降法 - Cludy Sky的博客">
<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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<span class="blog_title_box oneline"><a target="_blank" href="https://blog.csdn.net/m2284089331">来自: <span class="blog_title"> Cludy Sky的博客</span></a></span>
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<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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<a href="https://blog.csdn.net/qq_40130759/article/details/77943155" target="_blank" title="梯度下降法的matlab实现 - 越努力越幸运越幸福">
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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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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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<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…
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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="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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