线性回归梯度下降法

# -*- coding: utf-8 -*-
import numpy as np
import matplotlib.pyplot as plt

#1.导入数据
points = np.genfromtxt('data.csv', delimiter=',')


# 提取points中的两列数据，分别作为x，y
x = points[:, 0]#所有行的第一列
y = points[:, 1]#所有行的第二列

# 用plt画出散点图
plt.scatter(x, y)
plt.show()

#2. 定义损失函数
# 损失函数是系数的函数，另外还要传入数据的x，y
def compute_cost(w, b, points):
    total_cost = 0
    M = len(points)
    # 逐点计算平方损失误差，然后求平均数
    for i in range(M):
        x = points[i, 0]
        y = points[i, 1]
        total_cost += (y - w * x - b) ** 2
    return total_cost / M

#3. 定义模型的超参数
alpha = 0.0001#步长
initial_w = 0#初始的系数
initial_b = 0
num_iter = 10#迭代次数

#4. 定义核心梯度下降算法函数
def grad_desc(points, initial_w, initial_b, alpha, num_iter):
    w = initial_w
    b = initial_b
    cost_list = []# 定义一个list保存所有的损失函数值，用来显示下降的过程
    for i in range(num_iter):
        cost_list.append(compute_cost(w, b, points))
        w, b = step_grad_desc(w, b, alpha, points)
    return [w, b, cost_list]

def step_grad_desc(current_w, current_b, alpha, points):
    sum_grad_w = 0
    sum_grad_b = 0
    M = len(points)
    for i in range(M):# 对每个点，代入公式求和
        x = points[i, 0]
        y = points[i, 1]
        sum_grad_w += (current_w * x + current_b - y) * x #利用上图的公式5
        sum_grad_b += current_w * x + current_b - y #利用上图的公式6
    grad_w = 2 / M * sum_grad_w  #利用上图的公式5
    grad_b = 2 / M * sum_grad_b  #利用上图的公式6
    updated_w = current_w - alpha * grad_w # 梯度下降，更新当前的w和b，利用上图的公式3
    updated_b = current_b - alpha * grad_b
    return updated_w, updated_b

#5.测试：运行梯度下降算法计算最优的w和b
w, b, cost_list = grad_desc( points, initial_w, initial_b, alpha, num_iter )

print("w is: ", w)
print("b is: ", b)

cost = compute_cost(w, b, points)

print("cost is: ", cost)

plt.plot(cost_list)
plt.show()

#画出拟合直线
plt.scatter(x, y)
pred_y = w * x + b # 针对每一个x，计算出预测的y值
plt.plot(x, pred_y, c='r')
plt.show()