Python3入门机器学习之4.7scikit-learn中的随机梯度下降法

Python3入门机器学习

4.7 scikit-learn中的随机梯度下降法

1.封装我们自己的随机梯度下降法：

    def fit_sgd(self, X_train, y_train, n_iters=5, t0=5, t1=50):
        """根据训练数据集X_train，y_train，使用随机梯度下降法训练Linear Regression模型"""
        assert X_train.shape[0] == y_train.shape[0], \
            "the size of X_train must be equal to the size of y_train"
        assert n_iters >= 1

        def dJ_sgd(theta, X_b_i, y_i):
            return X_b_i.T.dot(X_b_i.dot(theta) - y_i) * 2.

        def sgd(X_b, y, initial_theta, n_iters=5, t0=5, t1=50):

            def learning_rate(t):
                return t0 / (t + t1)

            theta = initial_theta
            m = len(X_b)

            for i_iter in range(n_iters):
                indexes = np.random.permutation(m)
                X_b_new = X_b[indexes,:]
                y_new = y[indexes]
                for i in range(m):
                    gradient = dJ_sgd(theta, X_b_new[i], y_new[i])
                    theta = theta - learning_rate(i_iter * m + i) * gradient

            return theta

        X_b = np.hstack([np.ones((len(X_train), 1)), X_train])
        initial_theta = np.random.randn(X_b.shape[1])
        self._theta = sgd(X_b, y_train, initial_theta, n_iters, t0, t1)
        self.coef_ = self._theta[1:]
        self.interception_ = self._theta[0]

        return self

2.真实使用我们自己的SGD：
数据的准备与归一化处理：

随机梯度下降的过程，设置不同的n_iters，来看准确性：

3.scikit-learn中的SGD：