前言
介绍了梯度下降算法及具体示例
一、梯度下降算法
核心公式:
二、示例
1.求解梯度
同样对于线性模型y=wx,其损失函数的梯度计算如下:
2.示例代码
函数forward用于计算估计值
函数cost用于计算损失函数
函数gradient用于计算梯度
示例代码如下:
import matplotlib.pyplot as plt
# prepare the training set
x_data = [1.0, 2.0, 3.0]
y_data = [2.0, 4.0, 6.0]
# initial guess of weight
w = 1.0
# define the model linear model y = w*x
def forward(x):
return x * w
# define the cost function MSE
def cost(xs, ys):
cost = 0
for x, y in zip(xs, ys):
y_pred = forward(x)
cost += (y_pred - y) ** 2
return cost / len(xs)
# define the gradient function gd
def gradient(xs, ys):
grad = 0
for x, y in zip(xs, ys):
grad += 2 * x * (x * w - y)
return grad / len(xs)
epoch_list = []
cost_list = []
print('predict (before training)', 4, forward(4))
for epoch in range(100):
cost_val = cost(x_data, y_data)
grad_val = gradient(x_data, y_data)
w -= 0.01 * grad_val # 0.01 learning rate
print('epoch:', epoch, 'w=', w, 'loss=', cost_val)
epoch_list.append(epoch)
cost_list.append(cost_val)
print('predict (after training)', 4, forward(4))
plt.plot(epoch_list, cost_list)
plt.ylabel('cost')
plt.xlabel('epoch')
plt.show()
得到如下结果
训练曲线
结果
总结
PyTorch学习2:梯度下降算法