python grad_python 实现梯度下降

在多元线性回归中会用到梯度下降来计算参数值。这里我用python实现一个梯度下降版本。

这里多元线性方程为 y = A0+A1*x1+...+An* xn

数据输入格式，y表示

y \t x1 \t x2 \t .... xn

代码如下：

import os

import sys

theta = []

training_data = []

h_value = []

alpha = 0.0000009

def load(path):

f = open(path,'r')

for x in f:

x = x.strip('\r\n')

field = x.split('\t')

v_list = []

for v in field:

v_list.append(int(v))

training_data.append(v_list)

f.close()

for x in training_data:

h_value.append(0.0)

def init(path,theta_num):

for x in range(theta_num):

theta.append(1.0)

load(path);

def gradient():

i = 0

loss = 100.0

theta_num = len(theta)

data_num = len(training_data)

while i < 3000 and loss > 0.0001:

#compute hvalue

for index in range(data_num):

hv = theta[0]

for k in range(1,theta_num):

hv += theta[k]*training_data[index][k]

h_value[index] = hv

#update theta

for index in range(theta_num):

s = 0.0

for k in range(data_num):

if index == 0:

s += (h_value[k] - training_data[k][0])*1

else:

s += (h_value[k] - training_data[k][0])*training_data[k][index]

theta[index] = theta[index] - alpha * 1/data_num * (s)

#compute loss

loss = 0.0

for index in range(data_num):

hv = theta[0] / (2*data_num)

for k in range(1,theta_num):

hv += theta[k]*training_data[index][k]

loss += pow((hv - training_data[index][0]),2)/(2*data_num)

print loss

i += 1

for x in theta:

print x,

if __name__=='__main__':

path = sys.argv[1]

init(path,int(sys.argv[2]))

gradient()

sys.exit(0)