利用tensorflow实现线性回归（cholesky分解）

import matplotlib.pyplot as plt
import numpy as np
import tensorflow as tf
from tensorflow.python.framework import ops
ops.reset_default_graph()

sess = tf.Session()
x_vals = np.linspace(0,10,100)
y_vals = x_vals + np.random.normal(0,1,100)
x_vals_column = np.transpose(np.matrix(x_vals))
ones_column = np.transpose(np.matrix(np.repeat(1,100)))
A = np.column_stack((x_vals_column,ones_column))
b = np.transpose(np.matrix(y_vals))

A_tensor = tf.constant(A)
b_tensor = tf.constant(b)

tA_A = tf.matmul(tf.transpose(A_tensor),A_tensor) #利用矩阵分解方法求解线性回归问题
L = tf.cholesky(tA_A) #cholesky 分解，返回的是下三角矩阵LL’x=b,返回L
#L 和L’是转置关系
tA_b = tf.matmul(tf.transpose(A_tensor),b)
sol1 = tf.matrix_solve(L,tA_b) # 利用tensorflow内置的方法解方程组
sol2 = tf.matrix_solve(tf.transpose(L),sol1)

solution_eval = sess.run(sol2)

slope = solution_eval[0][0]
y_intercept = solution_eval[1][0]

print(“Slope: “,str(slope))
print(“y_intercept: “,str(y_intercept))

best_fits = []
for i in x_vals:
best_fits.append(slope*i + y_intercept)
plt.plot(x_vals,y_vals,’^’,label=’Data’)
plt.plot(x_vals,best_fits,’-‘,color=’r’,label=’Best fit line’,linewidth=3)
plt.legend(loc=’upper left’)
plt.show()