第一节 回归（regression）问题——连续及预测问题

回归是一种解题方法/学习方法。由果索因的过程。

机器学习目标

1. 从数据中学到高层次目标
2. 向左走，向右走，左转右转，离散值的预测
3. 明天的天气，湿度等等，连续值的预测

连续值预测：

给定x，预测f(x),希望f(x)逼近于y

绿色是真实值，黄色是预测值。我们的目标是希望黄色逼近绿色。

 

with noise？有噪声？

 

导数方向指向的是极大值的方向。

loss函数（损失函数）梯度下降

Numpy

步骤一：计算损失

[100，2]       100个数组，一组有两个特征（二维）

numpy结构代码实现回归算法：

import numpy as np



# 计算loss
# y = wx + b
def compute_error_for_line_given_points(b, w, points):
    totalError = 0
    for i in range(0, len(points)):
        x = points[i, 0]
        y = points[i, 1]
        # computer mean-squared-error
        totalError += (y - (w * x + b)) ** 2
    # average loss for each point
    return totalError / float(len(points))


# 每次循环，完成总梯度计算及更新
def step_gradient(b_current, w_current, points, learningRate):
    b_gradient = 0
    w_gradient = 0
    N = float(len(points))
    for i in range(0, len(points)):
        x = points[i, 0]
        y = points[i, 1]
        # grad_b = 2(wx+b-y)
        b_gradient += (2/N) * ((w_current * x + b_current) - y)
        # grad_w = 2(wx+b-y)*x
        w_gradient += (2/N) * x * ((w_current * x + b_current) - y)
    # update w'
    new_b = b_current - (learningRate * b_gradient)
    new_w = w_current - (learningRate * w_gradient)
    return [new_b, new_w]

# 循环往复
def gradient_descent_runner(points, starting_b, starting_w, learning_rate, num_iterations):
    b = starting_b
    w = starting_w
    # update for several times
    for i in range(num_iterations):
        b, w = step_gradient(b, w, np.array(points), learning_rate)
    return [b, w]


def run():
#  加载文件进入
    points = np.genfromtxt("data.csv", delimiter=",")
    learning_rate = 0.0001
    initial_b = 0 # initial y-intercept guess
    initial_w = 0 # initial slope guess
    num_iterations = 1000
    print("Starting gradient descent at b = {0}, w = {1}, error = {2}"
          .format(initial_b, initial_w,
                  compute_error_for_line_given_points(initial_b, initial_w, points))
          )
    print("Running...")
    [b, w] = gradient_descent_runner(points, initial_b, initial_w, learning_rate, num_iterations)
    print("After {0} iterations b = {1}, w = {2}, error = {3}".
          format(num_iterations, b, w,
                 compute_error_for_line_given_points(b, w, points))
          )

if __name__ == '__main__':
    run()

运行结果：

D:\Anaconda\python.exe "E:/linear_regression.py"
Starting gradient descent at b = 0, w = 0, error = 5565.107834483211
Running...
After 1000 iterations b = 0.08893651993741346, w = 1.4777440851894448, error = 112.61481011613473

Process finished with exit code 0