2020李宏毅ML学习——regression代码（gradient Descent））

import matplotlib
import matplotlib.pyplot as plt
matplotlib.use('Agg')
import random as random
import numpy as np
import csv

# 假设x_data和y_data都有10笔，分别代表宝可梦进化前后的cp值
x_data=[338.,333.,328.,207.,226.,25.,179.,60.,208.,606.]
y_data=[640.,633.,619.,393.,428.,27.,193.,66.,226.,1591.]
# 这里采用最简单的linear model：y_data=b+w*x_data
# 我们要用gradient descent把b和w找出来

# 计算梯度微分的函数getGrad()
def getGrad(b,w):
    # initial b_grad and w_grad
    b_grad=0.0
    w_grad=0.0
    for i in range(10):
        b_grad+=(-2.0)*(y_data[i]-(b+w*x_data[i]))
        w_grad+=(-2.0*x_data[i])*(y_data[i]-(b+w*x_data[i]))
    return (b_grad,w_grad)

# 生成一组b和w的数据图，方便给gradient descent的过程做标记
x = np.arange(-200, -100, 1)  # bias
y = np.arange(-5, 5, 0.1)  # weight
Z = np.zeros((len(x), len(y)))  # color
X, Y = np.meshgrid(x, y)
for i in range(len(x)):
    for j in range(len(y)):
        b = x[i]
        w = y[j]

        # Z[j][i]存储的是loss
        Z[j][i] = 0
        for n in range(len(x_data)):
            Z[j][i] = Z[j][i] + (y_data[n] - (b + w * x_data[n])) ** 2
        Z[j][i] = Z[j][i] / len(x_data)

# 这里给b和w不同的learning rate
# y_data = b + w * x_data
b = -120  # initial b
w = -4  # initial w
lr = 1  # learning rate 放大10倍
iteration = 100000  # 这里直接规定了迭代次数，而不是一直运行到b_grad和w_grad都为0(事实证明这样做不太可行)
# store initial values for plotting，我们想要最终把数据描绘在图上，因此存储过程数据
b_history = [b]
w_history = [w]

lr_b = 0
lr_w = 0

# iterations
for i in range(iteration):
    # get new b_grad and w_grad
    b_grad, w_grad = getGrad(b, w)

    # get the different learning rate for b and w
    lr_b = lr_b + b_grad ** 2
    lr_w = lr_w + w_grad ** 2

    # 这一招叫做adagrad，之后会详加解释
    # update b and w with new learning rate
    b -= lr / np.sqrt(lr_b) * b_grad
    w -= lr / np.sqrt(lr_w) * w_grad

    # store parameters for plotting
    b_history.append(b)
    w_history.append(w)

    # output the b w b_grad w_grad
    # print("b: "+str(b)+"\t\t\t w: "+str(w)+"\n"+"b_grad: "+str(b_grad)+"\t\t w_grad: "+str(w_grad)+"\n")

# output the final function and its error
print("the function will be y_data=" + str(b) + "+" + str(w) + "*x_data")
error = 0.0
for i in range(10):
    print("error " + str(i) + " is: " + str(np.abs(y_data[i] - (b + w * x_data[i]))) + " ")
    error += np.abs(y_data[i] - (b + w * x_data[i]))
average_error = error / 10
print("the average error is " + str(average_error))

# plot the figure
plt.contourf(x, y, Z, 50, alpha=0.5, cmap=plt.get_cmap('jet'))
plt.plot([-188.4], [2.67], 'x', ms=12, markeredgewidth=3, color='orange')
plt.plot(b_history, w_history, 'o-', ms=3, lw=1.5, color='black')
plt.xlim(-200, -100)
plt.ylim(-5, 5)
plt.xlabel(r'$b$', fontsize=16)
plt.ylabel(r'$w$', fontsize=16)
plt.show()

结果：