批量梯度下降做线性回归

import numpy as np

def createdata():
    x1 = np.linspace(0,9,50)
    x2 = np.linspace(10,19,50)
    x3 = np.linspace(20,9,50)
    x = np.concatenate(([x1],[x2],[x3])).T
    y = np.dot(x,np.array([1,2,3]).T)
    return x,y

def BGD(x,y,learningrate,Max_iter):
    x_row_num,dim = x.shape
    loss = 1
    iter_count = 0
    w = np.random.rand(dim)
    while loss>0.001 and iter_count<Max_iter:
        loss = 0
        error = np.zeros(dim)
        for i in range(x_row_num):
            predict_y = np.dot(w,x[i])
            for j in range(dim):
                error[j] += (y[i]-predict_y)*x[i][j]#把每一行的误差都累加起来
        #求完误差之后更新权重
        for i in range(dim):
            w[i] += learningrate*error[i]/x_row_num#每一行的都加起来
        for i in range(x_row_num):
            predict_y = np.dot(w,x[i])
            loss += np.square(predict_y-y[i])/(x_row_num*dim)
        print('迭代次数：',iter_count,'损失：',loss)
        iter_count += 1
    return w

if __name__ == '__main__':
    x, y = createdata()#构造训练数据
    w = BGD(x, y,0.001,10000)#把构造的数据进行梯度下降
    print(w)  # 会很接近[1, 2,3]