MSGB代码

import numpy as np
import random

def gen_line_data(sample_num=100):
    x1 = np.linspace(0, 9, sample_num)
    x2 = np.linspace(4, 13, sample_num)
    x = np.concatenate(([x1], [x2]), axis=0).T
    y = np.dot(x, np.array([3, 4]).T)  # y 列向量
    return x, y

def mbgd(x, y, step_size=0.01, max_iter_count=10000, batch_size=0.2):
    sample_num, dim = x.shape
    w = np.random.randn(dim)
    # batch_size = np.ceil(sample_num * batch_size)
    loss = 10
    iter_count = 0
    while loss > 0.001 and iter_count < max_iter_count:
        loss = 0
        error = np.zeros(dim)
        # 从sample_num中随机取20%的数据
        index = random.sample(range(sample_num),int(np.ceil(sample_num * batch_size)))#获取随机索引
        # 取出数据
        batch_x = x[index]
        batch_y = y[index]

        for i in range(len(batch_x)):
            predict_y = np.dot(w, batch_x[i])
            for j in range(dim):
                error[j] += (batch_y[i] - predict_y) * batch_x[i][j]
                w[j] += step_size * error[j] / sample_num

        for i in range(sample_num):
            predict_y = np.dot(w.T, x[i])
            error = (1 / (sample_num * dim)) * np.power((predict_y - y[i]), 2)
            loss += error

        print("iter_count: ", iter_count, "the loss:", loss)
        iter_count += 1
    return w

if __name__ == '__main__':
    x, y = gen_line_data()
    w = mbgd(x, y)
    print(w)  # 会很接近[3, 4]