线性回归
-
模型
y = w x + b y = wx + b y=wx+b -
损失函数
ℓ ( w 1 , w 2 , b ) = 1 n ∑ i = 1 n ℓ ( i ) ( w 1 , w 2 , b ) = 1 n ∑ i = 1 n 1 2 ( x 1 ( i ) w 1 + x 2 ( i ) w 2 + b − y ( i ) ) 2 . \ell(w_1, w_2, b) =\frac{1}{n} \sum_{i=1}^n \ell^{(i)}(w_1, w_2, b) =\frac{1}{n} \sum_{i=1}^n \frac{1}{2}\left(x_1^{(i)} w_1 + x_2^{(i)} w_2 + b - y^{(i)}\right)^2. ℓ(w1,w2,b)=n1i=1∑nℓ(i)(w1,w2,b)=n1i=1∑n21(x1(i)w1+x2(i)w2+b−y(i))2. -
优化函数
w 1 ← w 1 − η ∣ B ∣ ∑ i ∈ B ∂ ℓ ( i ) ( w 1 , w 2 , b ) ∂ w 1 = w 1 − η ∣ B ∣ ∑ i ∈ B x 1 ( i ) ( x 1 ( i ) w 1 + x 2 ( i ) w 2 + b − y ( i ) ) , w 2 ← w 2 − η ∣ B ∣ ∑ i ∈ B ∂ ℓ ( i ) ( w 1 , w 2 , b ) ∂ w 2 = w 2 − η ∣ B ∣ ∑ i ∈ B x 2 ( i ) ( x 1 ( i ) w 1 + x 2 ( i ) w 2 + b − y ( i ) ) , b ← b − η ∣ B ∣ ∑ i ∈ B ∂ ℓ ( i ) ( w 1 , w 2 , b ) ∂ b = b − η ∣ B ∣ ∑ i ∈ B ( x 1 ( i ) w 1 + x 2 ( i ) w 2 + b − y ( i ) ) . \begin{aligned} w_1 &\leftarrow w_1 - \frac{\eta}{|\mathcal{B}|} \sum_{i \in \mathcal{B}} \frac{ \partial \ell^{(i)}(w_1, w_2, b) }{\partial w_1} = w_1 - \frac{\eta}{|\mathcal{B}|} \sum_{i \in \mathcal{B}}x_1^{(i)} \left(x_1^{(i)} w_1 + x_2^{(i)} w_2 + b - y^{(i)}\right),\\ w_2 &\leftarrow w_2 - \frac{\eta}{|\mathcal{B}|} \sum_{i \in \mathcal{B}} \frac{ \partial \ell^{(i)}(w_1, w_2, b) }{\partial w_2} = w_2 - \frac{\eta}{|\mathcal{B}|} \sum_{i \in \mathcal{B}}x_2^{(i)} \left(x_1^{(i)} w_1 + x_2^{(i)} w_2 + b - y^{(i)}\right),\\ b &\leftarrow b - \frac{\eta}{|\mathcal{B}|} \sum_{i \in \mathcal{B}} \frac{ \partial \ell^{(i)}(w_1, w_2, b) }{\partial b} = b - \frac{\eta}{|\mathcal{B}|} \sum_{i \in \mathcal{B}}\left(x_1^{(i)} w_1 + x_2^{(i)} w_2 + b - y^{(i)}\right). \end{aligned} w1w2b←w1−∣B∣ηi∈B∑∂w1∂ℓ(i)(w1,w2,b)=w1−∣B∣ηi∈B∑x1(i)(x1(i)w1+x2(i)w2+b−y(i)),←w2−∣B∣ηi∈B∑∂w2∂ℓ(i)(w1,w2,b)=w2−∣B∣ηi∈B∑x2(i)(x1(i)w1+x2(i)w2+b−y(i)),←b−∣B∣ηi∈B∑∂b∂ℓ(i)(w1,w2,b)=b−∣B∣ηi∈B∑(x1(i)w1+x2(i)w2+b−y(i)). -
神经网络图(单层神经网络)
线性回归的pytorch实现
生成数据集
import torch
num_inputs = 2
num_examples = 1000
true_w = [2, -3.4]
true_b = 4.2
features = torch.randn(num_examples, num_inputs)
labels = true_w[0] * features[:, 0] + true_w[1] * features[:, 1] + true_b
labels += torch.normal(mean=torch.zeros(labels.shape), std=0.01)
读取数据
from torch.utils import data as tdata
batch_size = 10
# 将训练数据的特征和标签组合
dataset = tdata.TensorDataset(features, labels)
# 随机读取小批量
data_iter = tdata.DataLoader(dataset, batch_size, shuffle=True)
for X, y in data_iter:
print(X, y)
break
tensor([[ 0.2115, 1.4861],
[-0.2630, 0.8898],
[ 0.8301, -2.6101],
[ 1.5199, -0.5050],
[-0.4478, 0.6990],
[ 1.4203, 1.1574],
[ 1.3185, 1.1949],
[ 2.0129, 0.8379],
[ 1.1585, -0.1882],
[ 0.9050, 0.0398]]) tensor([-0.4229, 0.6551, 14.7292, 8.9412, 0.9225, 3.1058, 2.7778, 5.3856,
7.1542, 5.8629])
定义模型
先导入nn
模块。实际上,“nn”
是neural networks
(神经网络)的缩写。顾名思义,该模块定义了大量神经网络的层。我们先定义一个模型变量net
,它是一个Sequential
实例。在nn
中,Sequential
实例可以看作是一个串联各个层的容器。在构造模型时,我们在该容器中依次添加层。当给定输入数据时,容器中的每一层将依次计算并将输出作为下一层的输入。
from torch import nn
net = nn.Sequential()
# 全连接层是一个线性层,特征数为2,输出个数为1
net.add_module('linear', nn.Linear(2, 1))
初始化模型参数
这里主要是初始化线性回归模型中的权重与偏差。使用nn.init
模块
如nn.init.normal(tensor, std=0.01)
指定随机初始化将随机采样均值为0、标准差为0.01的正态分布。偏差初始化默认为0
from torch.nn import init
def params_init(model):
if isinstance(model, nn.Linear):
init.normal_(tensor=model.weight.data, std=0.01)
init.constant_(tensor=model.bias.data, val=0)
net.apply(params_init)
Sequential(
(linear): Linear(in_features=2, out_features=1, bias=True)
)
定义损失函数与优化算法
loss = nn.MSELoss() # 均方误差损失函数
from torch import optim
optimizer = optim.SGD(net.parameters(), lr=0.03) # lr为学习率
训练模型
num_epochs = 3 # 初始化训练周期
for epoch in range(1, num_epochs + 1):
for X, y in data_iter:
net.zero_grad()
l = loss(net(X), y.reshape(batch_size, -1)) # -1表示自动计算列
l.backward()
optimizer.step()
with torch.no_grad():
l = loss(net(features), labels.reshape(num_examples, -1))
print('epoch %d, loss: %f' % (epoch, l.data.numpy()))
epoch 1, loss: 0.000241
epoch 2, loss: 0.000099
epoch 3, loss: 0.000099
linear = net[0]
true_w, linear.weight.data
([2, -3.4], tensor([[ 2.0001, -3.4001]]))
true_b, linear.bias.data
(4.2, tensor([4.2001]))
net
Sequential(
(linear): Linear(in_features=2, out_features=1, bias=True)
)