【梯度下降——多个参数估计】【随笔-20221127】

Jack Ju

已于 2022-12-11 19:02:50 修改

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分类专栏： c++ 自动驾驶算法文章标签：梯度下降多项式拟合代码优化精度提升 GitHub上传

于 2022-11-27 20:51:31 首次发布

本文链接：https://blog.csdn.net/qq_40464599/article/details/128069650

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最新代码https://github.com/JackJu-HIT/GradDesent.git能收敛，但是精度不高。

执行方法

cd build/
cmake ..
make
./RANSAC

执行效果

在这里插入图片描述

如何使用令牌上传代码到github


 1742  git status
 1743  git add ./
 1744  git commit -m "[update Grad Descent Code]"
 1745  git remote remove origin
 1747  git  remote add origin https://ghp_KtJ1WLibLaBnTRbkUYpj8CJPzAcC（令牌）@github.com/JackJu-HIT/GradDesent.git
 1748  git push
 1749  git push --set-upstream origin master
 具体token令牌可参考这篇文章：https://blog.csdn.net/LanXiu_/article/details/122323713

20221211

此梯度下降还不收敛，在优化中。。。。。。。。。。。。。。。。。。。。。20221201
____________________________________分割线啊————————————————
我想写一个F(x) = B + W0X+W1X^2+W2X ^3 去使用数据估计W0 W1 W2 B的参数。
base
我准备按照下面的算法实现代码：
在这里插入图片描述

#include "GradDescent.h"
#include "MATRIXINVERSE.h"
#include <iostream>
using namespace std;
int main()
{
	GradDecent gradSolve;
	vector<vector<double> > Sample;//= { {1,11}, {2,13 }, { 3, 15 }, { 4, 17 } , {5,19},{6,21} };
	for(int j = 0;j<100;j++){
		vector<double> temp;
    	for(int i = 0;i < 2;i++){
			temp.push_back(j);
			temp.push_back(2*j+9);
	  }
	  Sample.push_back(temp);
	}
    gradSolve.sampleData = Sample;
    vector<double> re = gradSolve.calculateGradDescent();
	for(int i = 0;i < re.size();i++){
			cout<<re[i]<<endl;
	}
	


	MATRIXINVERSE matrixinverse;
	//matrixinverse.m_r = 2;
	cout<<matrixinverse.calculateMATRIXInverse()<<endl;
	/*
	circle c1;//c1是起得名
	//给圆的对象的属性进行赋值
	c1.m_r=10;
	cout<<"圆的周长（改）："<<c1.calculate()<<endl;;
	*/

}

/**
 * @file GradDescent.cpp
 * @author juchunyu
 * @brief 
 * @version 0.1
 * @date 2022-11-27
 * @copyright Copyright (c) 2022
 * 
 */
#include "GradDescent.h"
#include <iostream>
#include <cmath>

using namespace std;

double iterations    = 2;  
double tolerance     = 0.01;
double Y             = 0.5;
int  J_iterations    = 0;
double W             = 0;
double W1            = 0;
double W2            = 0;
double B             = 0;

double W_temp;
double W1_temp;
double W2_temp;
double B_temp;
double J_last;
double J_current;
double W_result;
double W1_result;
double W2_result;
double B_result;

//求解梯度下降
vector<double> GradDecent::calculateGradDescent()
{
    vector<vector<double> > a = this->sampleData;
    cout<<a[0][0]<<" "<<a[0][1]<<endl;
    cout<<a.size()<<endl;
    cout<<a[0].size()<<endl;
    cout<<"已经进入梯度下降代码！"<<endl;
    /***
      Y = 2 X +9,
      (1,11) (2,13) (3,15) (4,17)
    */  
    //double a[SIZE][2]    = {1,11,2,13,3,15,4,17,5,19,6,21};
    /*
    *F = W*X+B
    *J = (W*Xi+B-yi)^2/2*n
    */
   cout<<"输入数据"<<endl;
   for(int i = 0;i < a.size();i++){
     for(int j = 0;j<2;j++){
       cout<<a[i][j]<<" ";
     }
     cout<<endl;
   }
    
    for(int k = 0;k < a.size();k++){
        J_last += (B + W * a[k][0]+ W1 * a[k][0] * a[k][0] + W2 * a[k][0] * a[k][0] * a[k][0] - a[k][1]) * (B + W * a[k][0]+ W1 * a[k][0] * a[k][0] + W2 * a[k][0] * a[k][0] * a[k][0] - a[k][1]);
    }
    J_last = J_last/(2*a.size());

    for(int i = 0;i < iterations;i++){
       double DJDW = 0;
       for(int k = 0;k < a.size();k++){
           DJDW += (B + W * a[k][0] + W1 * a[k][0] * a[k][0] + W2 * a[k][0] * a[k][0] * a[k][0]- a[k][1]) * a[k][0];
       }
       DJDW = DJDW/a.size();
       cout<<"DIDW"<<DJDW<<endl;
       double DJDW1 = 0;
       for(int k = 0;k < a.size();k++){
           DJDW1 += (B + W * a[k][0] + W1 * a[k][0] * a[k][0] + W2 * a[k][0] * a[k][0]* a[k][0] - a[k][1]) * a[k][0] * a[k][0];
       }
       DJDW1 = DJDW1/a.size();
       cout<<"DIDW1"<<DJDW1<<endl;
       double DJDW2 = 0;
       for(int k = 0;k < a.size();k++){
           DJDW2 += (B + W * a[k][0] + W1 *  a[k][0] * a[k][0] + W2 *  a[k][0] * a[k][0]* a[k][0] - a[k][1]) * a[k][0] * a[k][0]* a[k][0];
       }
       DJDW2 = DJDW2/a.size();
       cout<<"DIDW2"<<DJDW2<<endl;

       double DJDB = 0;
       for(int k = 0;k < a.size();k++){
           DJDB += B + W * a[k][0] + W1 * a[k][0] * a[k][0] + W2 * a[k][0] * a[k][0]* a[k][0] - a[k][1];
       }
       DJDB = DJDB/a.size();

       cout<<"DJDB"<<DJDB<<endl;
       W_temp  = W  - Y  * DJDW;
       W1_temp = W1 - Y * DJDW1;
       W2_temp = W2 - Y * DJDW2;
       B_temp  = B - Y * DJDB;

       W   = W_temp;
       W1  = W1_temp;
       W2  = W2_temp;
       B   = B_temp;
       cout<<"W"<<W<<endl;
       cout<<"W1:"<<W1<<endl;
       cout<<"W2:"<<W2<<endl;
       cout<<"B"<<B<<endl;
       J_current = 0;
       for(int k = 0;k < a.size();k++){
          J_current += (B + W * a[k][0] + W1 * a[k][0] * a[k][0] + W2 * a[k][0] * a[k][0]* a[k][0] - a[k][1]) * (B+ W * a[k][0] + W1 * a[k][0] * a[k][0] + W2 * a[k][0] * a[k][0]* a[k][0] - a[k][1]);
       }
       J_current = J_current/(2*a.size());

       cout<<"J_current"<<J_current<<"J_Last"<<J_last<<endl;
       if(abs(J_current - J_last) < tolerance){
            W_result     = W;
            W1_result    = W1;
            W2_result    = W2;
            B_result     = B;
            J_iterations = i;
            break;
       }
       cout<<"W_result:"<<W_result<<endl;
       cout<<"W1_result:"<<W1_result<<endl;
       cout<<"W2_result:"<<W2_result<<endl;
       cout<<"B_result:"<<B_result<<endl;
       cout<<"J_iterations:"<<J_iterations<<endl;
       J_last = J_current;
    } 

    cout<<"W_result:"<<W_result<<endl;
    cout<<"W1_result:"<<W1_result<<endl;
    cout<<"W2_result:"<<W2_result<<endl;
    cout<<"B_result:"<<B_result<<endl;
    cout<<"J_iterations:"<<J_iterations<<endl;
    cout<<"a"<<a[0][0];
  
    return {W_result,W1_result,W2_result,B_result ,J_iterations};
}

#include <iostream>
#include <vector>
using namespace std;

class GradDecent
{
	
public:	
    vector< vector<double> > sampleData; //输入样本数据
    
    vector<double> calculateGradDescent();//计算梯度下降
};

CmakeLists

CMAKE_MINIMUM_REQUIRED(VERSION 2.8)  
PROJECT(RANSAC) 
set( CMAKE_CXX_FLAGS "-std=c++11") 
INCLUDE_DIRECTORIES("/usr/include/eigen3") #("${EIGEN3_INCLUDE_DIR}")  
#SET(EIGEN3_INCLUDE_DIR "$ENV{EIGEN3_INCLUDE_DIR}")  
#IF(NOT EIGEN3_INCLUDE_DIR)  
#    MESSAGE( FATAL_ERROR "Please point the environment variable EIGEN3_INCLUDE_DIR to the include directory of your Eigen3 installation.")  
#ENDIF()  
#INCLUDE_DIRECTORIES(/usr/include/eigen3) #("${EIGEN3_INCLUDE_DIR}")  
  
#ADD_EXECUTABLE(test test.cpp)  
#include_directories(src)
# 找到src目录及其子目录下的所有c文件和h文件
file(GLOB_RECURSE PROJECT_SOURCES "src/*.cpp") #"MATRIX/*.cpp" "Grad/*.cpp"
file(GLOB_RECURSE PROJECT_HEADERS "src/*.h" )
#file(GLOB_RECURSE PROJECT_SOURCES "src/*.cpp" "src/*.c" "src/*.cc")
#file(GLOB_RECURSE PROJECT_HEADERS "src/*.hpp" "src/*.h" "src/*.hh")

add_executable(RANSAC ${PROJECT_SOURCES}  ${PROJECT_HEADERS})