上一篇文章记录了梯度下降法模拟实现,下面的代码展示的是在线性回归中使用梯度下降法
import numpy as np
import maltplotlib.pyplot as plt
np.random.seed(666)
x=2*np.random.random(size=100)
y=x*3.+4.+np.random.normal(size=100)
plt.scatter(x,y)
plt.show()
def J(theta,X_b,y):
try:
return np.sum((y-X_b.dot(theta))**2)/len(X_b)
except:
return float('inf')
def dJ(theta,X_b,y):
res=np.empty(len(theta))
res[0]=np.sum(X_b.dot(theta)-y)
for i in range(1,len(theta)):
res[i]=(X_b.dot(theta)-y).dot(X_b[:,i])
return res*2/len(X_b)
def gradient_descent(X_b,y,initial_theta,eta,n_iters=1e4,epsilon=1e-8)
theta=initial_theta
i_iter=0
while i_iter<n_iters:
gradient=dJ(theta,X_b,y)
last_theta=theta
theta=theta-eta*gradient
if(abs(J(theta,X_b,y)-J(last_theta,X_b,y))<epsilon):
break
i_iter+=1
return theta
X_b=np.hstack([np.ones((len(x),1)),x.reshape(-1,1)])
initial_theta=np.zeros(X_b.shape[1])
eta=0.01
theta=graident_descent(X_b,y,initial_theta,eta)