梯度下降法python实现

参考博客：https://blog.csdn.net/huahuazhu/article/details/73385362

参考的博客中的示例代码是直线，学习后将其改为曲线

#!/usr/bin/python
#coding=utf-8
import numpy as np
import matplotlib.pyplot as plt

# 构造训练数据
x = np.arange(0., 10., 0.2)
# 训练数据点数目
m = len(x)
#打印训练数据点数目
print(m)
#创建矩阵1*m,每个元素值为1.0
x0 = np.full(m, 1.0)
x1 = []
for i in x:
    x1.append(i**2)
input_data = np.vstack([x0, x,x1]).T  # 将偏置b作为权向量的第一个分量，权重w1作为第二个分量,权重w2作为第二个分量
target_data = x**2+2 * x + 5 + np.random.randn(m)

# 两种终止条件
loop_max = 10000  # 最大迭代次数(防止死循环)
epsilon = 1e-3

# 初始化权值
np.random.seed(0)
theta = np.random.randn(3)#初始化theta

alpha = 0.00001  # 步长(注意取值过大会导致振荡即不收敛,过小收敛速度变慢)
diff = 0.
#创建0矩阵
error = np.zeros(3)
count = 0  # 循环次数
finish = 0  # 终止标志

while count < loop_max:
    count += 1

    # 标准梯度下降是在权值更新前对所有样例汇总误差，而随机梯度下降的权值是通过考查某个训练样例来更新的
    # 在标准梯度下降中，权值更新的每一步对多个样例求和，需要更多的计算
    sum_m = np.zeros(3)
    for i in range(m):
        dif = (np.dot(theta, input_data[i]) - target_data[i]) * input_data[i]
        sum_m = sum_m + dif  # 当alpha取值过大时,sum_m会在迭代过程中会溢出

    theta = theta - alpha * sum_m  # 注意步长alpha的取值,过大会导致振荡
    # 判断是否已收敛
    if np.linalg.norm(theta - error) < epsilon:
        finish = 1
        break
    else:
        error = theta
    print ('loop count = %d' % count, '\tw:',theta)
print ('loop count = %d' % count, '\tw:',theta)

#绘图
plt.plot(x, target_data, 'g.')
plt.plot(x, theta[2]*x**2+theta[1] * x + theta[0], 'r')
plt.show()

实验结果：

补充一些函数说明：
1.scipy.stats.linregress
scipy.stats.linregress(x, y=None)[source]

Calculate a linear least-squares regression for two sets of measurements.
计算两组测量的线性最小二乘回归。
Parameters:
x, y : array_like
Two sets of measurements. Both arrays should have the same length. If only x is given (and y=None), then it must be a two-dimensional array where one dimension has length 2. The two sets of measurements are then found by splitting the array along the length-2 dimension.

Returns:
slope : float
slope of the regression line

intercept : float
intercept of the regression line

rvalue : float
correlation coefficient

pvalue : float
two-sided p-value for a hypothesis test whose null hypothesis is that the slope is zero, using Wald Test with t-distribution of the test statistic.

stderr : float
Standard error of the estimated gradient.
例如：

>>> import matplotlib.pyplot as plt
>>> from scipy import stats
>>>> np.random.seed(100)
>>> x = np.random.random(10)
>>> print(x)
[0.54340494 0.27836939 0.42451759 0.84477613 0.00471886 0.12156912
 0.67074908 0.82585276 0.13670659 0.57509333]
>>> y = np.random.random(10)
>>> print(y)
[0.89132195 0.20920212 0.18532822 0.10837689 0.21969749 0.97862378
 0.81168315 0.17194101 0.81622475 0.27407375]
>>> slope, intercept, r_value, p_value, std_err = stats.linregress(x, y)
>>> print('slope=%s, intercept=%s'%(slope, intercept))
slope=-0.3442654203664301, intercept=0.6190108485958797
>>> print('r_value=%s, p_value=%s,std_err=%s'%(p_value, p_value,std_err))
r_value=0.41832390506284134, p_value=0.41832390506284134,std_err=0.4034667235997838
>>> plt.plot(x, y, 'o', label='original data')
[<matplotlib.lines.Line2D object at 0x000001AC5B23B198>]
>>> plt.plot(x, intercept + slope*x, 'r', label='fitted line')
[<matplotlib.lines.Line2D object at 0x000001AC534240B8>]
>>> plt.legend()
<matplotlib.legend.Legend object at 0x000001AC5B23B8D0>
>>> plt.show()

2.np.random.seed(0)
作用：使得随机数据可预测。
即不设置随机种子，每次生成的随机数都一样

>>> import numpy as np
>>> np.random.random(5)
array([0.75967512, 0.981992  , 0.15152915, 0.49788026, 0.21685212])
>>> np.random.random(5)
array([0.14585632, 0.6247151 , 0.7466104 , 0.44686791, 0.19680322])

若设置随机种子，则每次生成的数据都一样

>>> np.random.seed(5)
>>> np.random.random(5)
array([0.22199317, 0.87073231, 0.20671916, 0.91861091, 0.48841119])
>>> np.random.seed(5)
>>> np.random.random(5)
array([0.22199317, 0.87073231, 0.20671916, 0.91861091, 0.48841119])

3.x = np.full((1,2), 1)
创建1*2的矩阵，每个元素为1

>>> x = np.full((1,2),1)
>>> print(x)
[[1 1]]

3.np.vstack([x,y]) np.stack([x,y]) np.hstack([x,y])

>>> x=(1,2,3)
>>> y=(4,5,6)
>>>> z = np.vstack([x,y])
>>> print(z)
[[1 2 3]
 [4 5 6]]

>>> z = np.hstack([x,y])
>>> print(z)
[1 2 3 4 5 6]
>>> 

>>> z = np.stack([x,y])
>>> print(z)
[[1 2 3]
 [4 5 6]]
>>> z = np.stack([x,y],1)
>>> print(z)
[[1 4]
 [2 5]
 [3 6]]