机器学习模型:线性回归梯度下降法

梯度下降法求解线性回归

退化到一元线性回归，就有

实现步骤
0：引入依赖

import numpy as np
import matplotlib.pyplot as plt

1：导入数据，data.csv

#1导入数据
points = np.genfromtxt('data.csv', delimiter=',')

#提取points中的两列数据，分别作为x，y
x = points[:, 0]
y = points[:, 1]

# 用plt画出散点图
plt.scatter(x, y)
plt.show()

2：定义损失函数

# 损失函数是系数的函数，另外还要传入数据的x，y
def compute_cost(w, b, points):
    total_cost = 0
    M = len(points)
    
    # 逐点计算平方损失误差，然后求平均数
    for i in range(M):
        x = points[i, 0]
        y = points[i, 1]
        total_cost += ( y - w * x - b ) ** 2
    
    return total_cost/M

3：定义模型的超参数

#3定义模型的超参数
alpha = 0.0001
initial_w = 0
initial_b = 0
num_iter = 10

4：定义核心梯度下降算法函数

#4定义核心梯度下降算法函数
def grad_desc(points,initial_w,initial_b,alpha,num_iter):
    w =initial_w
    b=initial_b
    #定义一个list保存所有的损失函数值，用来显示下降的过程
    cost_list =[]
    for  i in range (num_iter):
        cost_list.append(compute_cost(w, b, points))
        w,b =step_grad_desc(w,b,alpha,points)
    return [w,b,cost_list]

def step_grad_desc(current_w,current_b,alpha,points):
    sum_grad_w =0
    sum_grad_b =0
    M=len(points)
    #对每个点，代入公式求和
    for i in range(M):
        x=points[i,0]
        y=points[i,1]
        sum_grad_w += (current_w * x +current_b - y) * x
        sum_grad_b += current_w *x + current_b - y
    #用公式求当前的梯度
    grad_w =2/M *sum_grad_w
    grad_b =2/M *sum_grad_b

    #梯度下降，更新当前的w和b
    updated_w = current_w -alpha * grad_w
    updated_b = current_b -alpha * grad_b

    return updated_w,updated_b

5：测试:运行梯度下降算法计算最优的w和b

#5.测试:运行梯度下降算法计算最优的w和b
w,b,cost_list = grad_desc(points,initial_w,initial_b,alpha,num_iter)
print("w is :",w)
print("b is :",b)

cost =compute_cost(w,b,points)
print("cost is: ",cost)

plt.plot(cost_list,c='red')
plt.show()

w is : 1.4774173755483797
b is : 0.02963934787473238
cost is: 112.65585181499748

6：画出拟合曲线

#6.画出拟合曲线
plt.scatter(x,y)
#针对每一个x,计算出预测的y值
pred_y = w * x +b
plt.plot(x,pred_y,c='b')

plt.show()