Linear Regression

# matplotlib inline
import random
import torch
import matplotlib
import matplotlib.pyplot as plt
import numpy


def synthetic_data(w, b, num_examples):
    X = torch.normal(0, 1, (num_examples, len(w)))
    y = torch.matmul(X, w) + b
    y += torch.normal(0, 0.01, y.shape)
    return X, y.reshape((-1, 1))


ture_w = torch.tensor([2, -3.4])
ture_b = 4.2
features, lables = synthetic_data(ture_w, ture_b, 1000)
# print('features:', features[0], '\nlable:', lables[0])
'''
fig = plt.figure()
plt.scatter(features[:, 1].detach(), lables.detach(), 1)
plt.show()
'''


def data_iter(batch_size, features, lables):
    num_examples = len(features)
    indices = list(range(num_examples))
    random.shuffle(indices)
    for i in range(0, num_examples, batch_size):
        batch_indices = torch.tensor(
            indices[i: min(i+batch_size, num_examples)])
        yield features[batch_indices], lables[batch_indices]


batch_size = 10
'''
for X, y in data_iter(batch_size, features, lables):
    print(X, '\n')
    break
'''
w = torch.normal(0, 0.01, size=(2, 1), requires_grad=True)
b = torch.zeros(1, requires_grad=True)


def linreg(X, w, b):
    return torch.matmul(X, w) + b


def squared_loss(y_hat, y):
    return (y_hat - y.reshape(y_hat.shape)) ** 2 / 2


def sgd(params, lr, batch_size):
    with torch.no_grad():
        for param in params:
            param -= lr * param.grad / batch_size
            param.grad.zero_()


lr = 0.03
num_epochs = 3
net = linreg
loss = squared_loss
for epoch in range(num_epochs):
    for X, y in data_iter(batch_size, features, lables):
        l = loss(net(X, w, b), y)
        l = loss(net(X, w, b), y)
        l.sum().backward()
        sgd([w, b], lr, batch_size)
    with torch.no_grad():
        train_l = loss(net(features, w, b), lables)
        #  train_l = squared_loss(linreg(features, w, b), lables)
        print(f'epoch{epoch + 1}, loss{float(train_l.mean()):f}')
print(f'w的估计误差: {ture_w - w.reshape(ture_w.shape)}')
print(f'b的估计误差: {ture_b - b}')