梯度下降

这是对pga.csv中的数据进行分析，建立数据模型，得到下面的公式

紧接着，我们开始根据公示写代码

#梯度下降的代码
#2018.3.15
import pandas as pd
import matplotlib.pyplot as plt
import numpy as np

pga = pd.read_csv("D:/pga.csv")

pga.distance = (pga.distance - pga.distance.mean()) / pga.distance.std()
pga.accuracy = (pga.accuracy - pga.accuracy.mean()) / pga.accuracy.std()

#单变量的损失函数
def cost(theta0, theta1, x, y):
    #Initialize cost
    J = 0

    m = len(x)
    for i in range(m):
        h = theta1 * x[i] + theta0
        J += (h - y[i])**2

    J /= (2 * m)

    return J


# 对 theta1 进行求导
def partial_cost_theta1(theta0, theta1, x, y):
    h = theta0 + theta1 * x
    diff = (h - y) * x
    partial = diff.sum() / (x.shape[0])
    return partial


# 对theta0 进行求导
def partial_cost_theta0(theta0, theta1, x, y):
    h = theta0 + theta1 * x
    diff = (h - y)

    partial = diff.sum() / (x.shape[0])
    return partial

#使用梯度下降法进行更新
def gradient_descent(x, y, alpha=0.1, theta0=0, theta1=0):
    max_epochs = 1000 #最大迭代次数
    counter = 0 #当前是第几次迭代
    c = cost(theta1, theta0, pga.distance, pga.accuracy) #当前的代价函数
    costs = [c] #每次的损失值都记录下来
    convergence_thres = 0.000001 #设置一个收敛的阈值（两次迭代目标函数值没有相差多少就可以停止了）
    cprev = c + 10
    theta0s = [theta0]
    theta1s = [theta1]

    #两次间隔迭代目标函数值没有差多少就可以停止了
    while (np.abs(cprev - c) > convergence_thres) and (counter < max_epochs):
        cprev = c
        #先求导，倒数相当于步长
        update0 = alpha * partial_cost_theta0(theta0, theta1, x, y)
        update1 = alpha * partial_cost_theta1(theta0, theta1, x, y)

        #算出theta0, theta1的值
        theta0 -= update0
        theta1 -= update1

        theta0s.append(theta0)
        theta1s.append(theta1)

        # 当前迭代之后，参数发生更新
        c = cost(theta0, theta1, pga.distance, pga.accuracy)

        costs.append(c)
        counter += 1


    #将当前的theta0,theta1都返回回去
    return {'theta0' : theta0, 'theta1' : theta1, 'costs' : costs}

print("Theta0 =", gradient_descent(pga.distance, pga.accuracy)['theta0'])
print("Theta1 =", gradient_descent(pga.distance, pga.accuracy)['theta1'])
print("costs =", gradient_descent(pga.distance, pga.accuracy)['costs'])

descend = gradient_descent(pga.distance, pga.accuracy, alpha=.01)
plt.scatter(range(len(descend["costs"])), descend["costs"])
plt.show()

pga.csv的数据集是这种格式，这里只罗列一部分

   distance   accuracy
0  0.314379  -0.707727
1  1.693777  -1.586669
2 -0.059695  -0.176699
3 -0.574047   0.372640

转载于:https://www.cnblogs.com/xushu/p/8574862.html