python中sgd模型_线性回归的Python、GD和SGD实现

我试图在一个简单的线性回归例子中理解和实现这些算法。我很清楚，全批量梯度下降使用所有数据来计算梯度，而随机梯度下降只使用一个。在

全批次梯度下降：import pandas as pd

from math import sqrt

df = pd.read_csv("data.csv")

df = df.sample(frac=1)

X = df['X'].values

y = df['y'].values

m_current=0

b_current=0

epochs=100000

learning_rate=0.0001

N = float(len(y))

for i in range(epochs):

y_current = (m_current * X) + b_current

cost = sum([data**2 for data in (y-y_current)]) / N

rmse = sqrt(cost)

m_gradient = -(2/N) * sum(X * (y - y_current))

b_gradient = -(2/N) * sum(y - y_current)

m_current = m_current - (learning_rate * m_gradient)

b_current = b_current - (learning_rate * b_gradient)

print("RMSE: ", rmse)

全批次梯度下降输出RMSE: 10.5