Python实现梯度下降

童星萌宝屋

已于 2022-06-20 21:53:24 修改

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文章标签： python 机器学习开发语言

于 2022-06-20 21:50:10 首次发布

本文链接：https://blog.csdn.net/weixin_42804612/article/details/125381343

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import numpy as np
import matplotlib as mpl
import matplotlib.pyplot as plt
from mpl_toolkits.mplot3d import Axes3D
import warnings
warnings.filterwarnings('ignore')
# 设置字符集，防止中文乱码
mpl.rcParams['font.sans-serif'] = [u'simHei']
mpl.rcParams['axes.unicode_minus'] = False

def f2(x, y):
    return 0.6 * (x + y) ** 2 - x * y


# 导函数
def hx2(x, y):
    return 0.6 * 2 * (x + y) - y


def hy2(x, y):
    return 0.6 * 2 * (x + y) - x


# 使用梯度下降法求解
GD_X1 = []
GD_X2 = []
GD_Y = []

x1 = 4
x2 = 4
alpha = 0.1
f_change = f2(x1, x2)
f_current= f_change
GD_X1.append(x1)
GD_X2.append(x2)
GD_Y.append(f_current)

iter_num = 0
while f_change > 1e-10 and iter_num < 100:
    iter_num += 1
    prex1 = x1
    prex2 = x2
    x1 = x1 - alpha * hx2(prex1, prex2)
    x2 = x2 - alpha * hy2(prex1, prex2)

    tmp = f2(x1, x2)
    f_change = np.abs(f_current - tmp)

    f_current = tmp
    GD_X1.append(x1)
    GD_X2.append(x2)
    GD_Y.append(f_current)
print(u"最终结果为:(%.5f, %.5f, %.5f)" % (x1, x2, f_current))
print(u"迭代过程中X的取值，迭代次数:%d" % iter_num)
print(GD_X1)

# 构建数据
X1 = np.arange(-4, 4.5, 0.2)
X2 = np.arange(-4, 4.5, 0.2)
X1, X2 = np.meshgrid(X1, X2)
Y = np.array(list(map(lambda t: f2(t[0], t[1]), zip(X1.flatten(), X2.flatten()))))
Y.shape = X1.shape

# 画图
fig = plt.figure(facecolor='w')
ax = Axes3D(fig)
ax.plot_surface(X1, X2, Y, rstride=1, cstride=1, cmap=plt.cm.jet)
ax.plot(GD_X1, GD_X2, GD_Y, 'ko--')

ax.set_title(u'函数$y=0.6 * (θ1 + θ2)^2 - θ1 * θ2$;\n学习率:%.3f; 最终解:(%.3f, %.3f, %.3f);迭代次数:%d' % (
alpha, x1, x2, f_current, iter_num))
plt.show()