梯度下降实现matlab,随机梯度下降实现 – MATLAB

我正在尝试在MATLAB中实现“

Stochastic gradient descent”.我完全按照算法,但我得到了一个非常非常大的w(coffients)预测/拟合功能.我在算法中有错误吗？

算法：

x = 0:0.1:2*pi // X-axis

n = size(x,2);

r = -0.2+(0.4).*rand(n,1); //generating random noise to be added to the sin(x) function

t=zeros(1,n);

y=zeros(1,n);

for i=1:n

t(i)=sin(x(i))+r(i); // adding the noise

y(i)=sin(x(i)); // the function without noise

end

f = round(1+rand(20,1)*n); //generating random indexes

h = x(f); //choosing random x points

k = t(f); //chossing random y points

m=size(h,2); // length of the h vector

scatter(h,k,'Red'); // drawing the training points (with noise)

%scatter(x,t,2);

hold on;

plot(x,sin(x)); // plotting the Sin function

w = [0.3 1 0.5]; // starting point of w

a=0.05; // learning rate "alpha"

// ---------------- ALGORITHM ---------------------//

for i=1:20

v = [1 h(i) h(i).^2]; // X vector

e = ((w*v') - k(i)).*v; // prediction - observation

w = w - a*e; // updating w

end

hold on;

l = 0:1:6;

g = w(1)+w(2)*l+w(3)*(l.^2);

plot(l,g,'Yellow'); // drawing the prediction function