吴恩达课后lab Multiple Variable Linear Regressio（多变量线性回归）

概念

代码块1（导包）

import copy, math
import numpy as np
import matplotlib.pyplot as plt
plt.style.use('./deeplearning.mplstyle')
np.set_printoptions(precision=2)  # reduced display precision on numpy arrays

代码块2（创建样本）

X_train = np.array([[2104, 5, 1, 45], [1416, 3, 2, 40], [852, 2, 1, 35]])
y_train = np.array([460, 232, 178])

代码块3（样本储存在矩阵中）

# data is stored in numpy array/matrix
print(f"X Shape: {X_train.shape}, X Type:{type(X_train)})")
print(X_train)
print(f"y Shape: {y_train.shape}, y Type:{type(y_train)})")
print(y_train)

输出：X Shape: (3, 4), X Type:<class ‘numpy.ndarray’>)
[[2104 5 1 45]
[1416 3 2 40]
[ 852 2 1 35]]
y Shape: (3,), y Type:<class ‘numpy.ndarray’>)
[460 232 178]

代码块4（w,b初值）

b_init = 785.1811367994083
w_init = np.array([ 0.39133535, 18.75376741, -53.36032453, -26.42131618])
print(f"w_init shape: {w_init.shape}, b_init type: {type(b_init)}")

代码块5（使用循环计算）

def predict_single_loop(x, w, b): 
    n = x.shape[0]
    p = 0
    for i in range(n):
        p_i = x[i] * w[i]  
        p = p + p_i         
    p = p + b                
    return p

# get a row from our training data
x_vec = X_train[0,:]
print(f"x_vec shape {x_vec.shape}, x_vec value: {x_vec}")

# make a prediction
f_wb = predict_single_loop(x_vec, w_init, b_init)
print(f"f_wb shape {f_wb.shape}, prediction: {f_wb}")

输出：
x_vec shape (4,), x_vec value: [2104 5 1 45]
f_wb shape (), prediction: 459.9999976194083

代码块6（直接利用np.dot计算向量，与上一代码块结果相同）

def predict(x, w, b): 
    """
    single predict using linear regression
    Args:
      x (ndarray): Shape (n,) example with multiple features
      w (ndarray): Shape (n,) model parameters   
      b (scalar):             model parameter 
      
    Returns:
      p (scalar):  prediction
    """
    p = np.dot(x, w) + b     
    return p    

# get a row from our training data
x_vec = X_train[0,:]
print(f"x_vec shape {x_vec.shape}, x_vec value: {x_vec}")

# make a prediction
f_wb = predict(x_vec,w_init, b_init)
print(f"f_wb shape {f_wb.shape}, prediction: {f_wb}")

输出：
x_vec shape (4,), x_vec value: [2104 5 1 45]
f_wb shape (), prediction: 459.9999976194082

代码块7（多变量的线性回归函数的代价函数）

def compute_cost(X, y, w, b): 
    """
    compute cost
    Args:
      X (ndarray (m,n)): Data, m examples with n features
      y (ndarray (m,)) : target values
      w (ndarray (n,)) : model parameters  
      b (scalar)       : model parameter
      
    Returns:
      cost (scalar): cost
    """
    m = X.shape[0]
    cost = 0.0
    for i in range(m):                                
        f_wb_i = np.dot(X[i], w) + b           #(n,)(n,) = scalar (see np.dot)
        cost = cost + (f_wb_i - y[i])**2       #scalar
    cost = cost / (2 * m)                      #scalar    
    return cost

# Compute and display cost using our pre-chosen optimal parameters. 
cost = compute_cost(X_train, y_train, w_init, b_init)
print(f'Cost at optimal w : {cost}')

输出：
Cost at optimal w : 1.5578904330213735e-12

代码块8（多元线性回归的梯度下降函数）

def compute_gradient(X, y, w, b): 
    """
    Computes the gradient for linear regression 
    Args:
      X (ndarray (m,n)): Data, m examples with n features
      y (ndarray (m,)) : target values
      w (ndarray (n,)) : model parameters  
      b (scalar)       : model parameter
      
    Returns:
      dj_dw (ndarray (n,)): The gradient of the cost w.r.t. the parameters w. 
      dj_db (scalar):       The gradient of the cost w.r.t. the parameter b. 
    """
    m,n = X.shape           #(number of examples, number of features)
    dj_dw = np.zeros((n,))
    dj_db = 0.

    for i in range(m):                             
        err = (np.dot(X[i], w) + b) - y[i]   
        for j in range(n):                         
            dj_dw[j] = dj_dw[j] + err * X[i, j]    
        dj_db = dj_db + err                        
    dj_dw = dj_dw / m                                
    dj_db = dj_db / m                                
        
    return dj_db, dj_dw
    
#Compute and display gradient 
tmp_dj_db, tmp_dj_dw = compute_gradient(X_train, y_train, w_init, b_init)
print(f'dj_db at initial w,b: {tmp_dj_db}')
print(f'dj_dw at initial w,b: \n {tmp_dj_dw}')

输出：
dj_db at initial w,b: -1.6739251122999121e-06
dj_dw at initial w,b:
[-2.73e-03 -6.27e-06 -2.22e-06 -6.92e-05]

代码块9

def gradient_descent(X, y, w_in, b_in, cost_function, gradient_function, alpha, num_iters): 
    """
    Performs batch gradient descent to learn theta. Updates theta by taking 
    num_iters gradient steps with learning rate alpha
    
    Args:
      X (ndarray (m,n))   : Data, m examples with n features
      y (ndarray (m,))    : target values
      w_in (ndarray (n,)) : initial model parameters  
      b_in (scalar)       : initial model parameter
      cost_function       : function to compute cost
      gradient_function   : function to compute the gradient
      alpha (float)       : Learning rate
      num_iters (int)     : number of iterations to run gradient descent
      
    Returns:
      w (ndarray (n,)) : Updated values of parameters 
      b (scalar)       : Updated value of parameter 
      """
    
    # An array to store cost J and w's at each iteration primarily for graphing later
    J_history = []
    w = copy.deepcopy(w_in)  #avoid modifying global w within function
    b = b_in
    
    for i in range(num_iters):

        # Calculate the gradient and update the parameters
        dj_db,dj_dw = gradient_function(X, y, w, b)   ##None

        # Update Parameters using w, b, alpha and gradient
        w = w - alpha * dj_dw               ##None
        b = b - alpha * dj_db               ##None
      
        # Save cost J at each iteration
        if i<100000:      # prevent resource exhaustion 
            J_history.append( cost_function(X, y, w, b))

        # Print cost every at intervals 10 times or as many iterations if < 10
        if i% math.ceil(num_iters / 10) == 0:
            print(f"Iteration {i:4d}: Cost {J_history[-1]:8.2f}   ")
        
    return w, b, J_history #return final w,b and J history for graphing

代码块10（运行9）

# initialize parameters
initial_w = np.zeros_like(w_init)
initial_b = 0.
# some gradient descent settings
iterations = 1000
alpha = 5.0e-7
# run gradient descent 
w_final, b_final, J_hist = gradient_descent(X_train, y_train, initial_w, initial_b,
                                                    compute_cost, compute_gradient, 
                                                    alpha, iterations)
print(f"b,w found by gradient descent: {b_final:0.2f},{w_final} ")
m,_ = X_train.shape
for i in range(m):
    print(f"prediction: {np.dot(X_train[i], w_final) + b_final:0.2f}, target value: {y_train[i]}")

输出：
Iteration 0: Cost 2529.46
Iteration 100: Cost 695.99
Iteration 200: Cost 694.92
Iteration 300: Cost 693.86
Iteration 400: Cost 692.81
Iteration 500: Cost 691.77
Iteration 600: Cost 690.73
Iteration 700: Cost 689.71
Iteration 800: Cost 688.70
Iteration 900: Cost 687.69
b,w found by gradient descent: -0.00,[ 0.2 0. -0.01 -0.07]
prediction: 426.19, target value: 460
prediction: 286.17, target value: 232
prediction: 171.47, target value: 178

代码块11（绘制代价函数的图像）

# plot cost versus iteration  
fig, (ax1, ax2) = plt.subplots(1, 2, constrained_layout=True, figsize=(12, 4))
ax1.plot(J_hist)
ax2.plot(100 + np.arange(len(J_hist[100:])), J_hist[100:])
ax1.set_title("Cost vs. iteration");  ax2.set_title("Cost vs. iteration (tail)")
ax1.set_ylabel('Cost')             ;  ax2.set_ylabel('Cost') 
ax1.set_xlabel('iteration step')   ;  ax2.set_xlabel('iteration step') 
plt.show()

输出：

总结

1.多变量的线性回归函数的运行
2.多变量的线性回归函数的梯度下降法法