Python机器学习：梯度下降法004实现线性回归中的梯度下降法

直接上代码

import numpy as np
import matplotlib.pyplot as plt

生成模拟数据

np.random.seed(666)
x = 2 * np.random.random(size = 100)
y = x * 3 + 4 + np.random.normal(size=100)

多维（多个点）多元（多个特征）

X = x.reshape(-1,1)

plt.scatter(x,y)

损失函数

#损失函数
def J(theta,X_b,y):
    try:
        return np.sum((y - X_b.dot(theta) ** 2)) / len(X_b)
    except:
        return float('inf')

导数

def dJ(theta,X_b,y):
    res = np.empty(len(theta))
    res[0] = np.sum(X_b.dot(theta) - y)
    for i in range(1,len(theta)):
        res[i] = (X_b.dot(theta) - y).dot(X_b[:,i])
    return res * 2 / len(X_b)

theta_history = []
def gradient_descent(X_b,y,initial_theta,eta,n_iters = 1e4,epsilon = 1e-8):
    theta = initial_theta

    i_iter = 0
    while i_iter < n_iters:
        gradient = dJ(theta,X_b,y)
        last_theta = theta
        theta = theta - eta * gradient

        if (np.abs(J(theta,X_b,y) - J(last_theta,X_b,y)) < epsilon):
            break

        i_iter += 1
    return theta

X_b = np.hstack([np.ones((len(x),1)),x.reshape(-1,1)])
initial_theta = np.zeros(X_b.shape[1])
eta = 0.1

theta = gradient_descent(X_b,y,initial_theta,eta)
print(theta)

[4.02369667 3.00517447]

使用我们封装的

import numpy as np
from Simple_linear_Regression.metrics import r2_score
class LinearRegression:

    def __init__(self):
        """初始化Linear Regression 模型"""
        self.coef_ = None
        self.interception_ = None
        self._theta = None
    def fit_normal(self,X_train,y_train):
        """根据训练数据集X_train,y_train训练Linear Regression"""
        assert X_train.shape[0] == y_train.shape[0],\
            "the size of X_train must be equal to the size of y_train"
        X_b = np.hstack([np.ones((X_train.shape[0],1)),X_train])
        #X_b = np.hstack([np.ones((len(X_train)),1),X_train])

        self._theta = np.linalg.inv(X_b.T.dot(X_b)).dot(X_b.T).dot(y_train)

        self.interception_ = self._theta[0]
        self.coef_ = self._theta[1:]

        return self

    def fit_gd(self,X_train,y_train,eta=0.01,n_iters = 1e4):
        """根据训练数据集X_train,y_train，使用梯度下降法训练Linera Regression模型"""
        assert X_train.shape[0] == y_train.shape[0],\
            "the size of X_train must be equal to the size of y_train"

        def J(theta, X_b, y):
            try:
                return np.sum((y - X_b.dot(theta) ** 2)) / len(X_b)
            except:
                return float('inf')

        def dJ(theta, X_b, y):
            res = np.empty(len(theta))
            res[0] = np.sum(X_b.dot(theta) - y)
            for i in range(1, len(theta)):
                res[i] = (X_b.dot(theta) - y).dot(X_b[:, i])
            return res * 2 / len(X_b)

        def gradient_descent(X_b, y, initial_theta, eta, n_iters=1e4, epsilon=1e-8):
            theta = initial_theta

            i_iter = 0
            while i_iter < n_iters:
                gradient = dJ(theta, X_b, y)
                last_theta = theta
                theta = theta - eta * gradient

                if (np.abs(J(theta, X_b, y) - J(last_theta, X_b, y)) < epsilon):
                    break

                i_iter += 1
            return theta

        X_b = np.hstack([np.ones((len(X_train), 1)), X_train])
        initial_theta = np.zeros(X_b.shape[1])

        self._theta = gradient_descent(X_b, y, initial_theta, eta, n_iters=1e4, epsilon=1e-8)

        self.interception_ = self._theta[0]
        self.coef_ = self._theta[1:]

        return self

    def predict(self,X_predict):
        """给定待测数据集X_predict，返回表示X_predict 的结果向量"""
        assert self.interception_ is not None and self.coef_ is not None,\
            "must fit before predict"
        assert X_predict.shape[1] == len(self.coef_),\
            "the feature number of X_predict must be equal to X_train"
        X_b = np.hstack([np.ones((X_predict.shape[0], 1)), X_predict])

        return X_b.dot(self._theta)

    def score(self,X_test,y_test):
        """根据测试数据集X_test和y_test确定当前模型的准确度"""

        y_predict = self.predict(X_test)

        return r2_score(y_test,y_predict)

    def __repr__(self):
        return "LinearRegression()"
if __name__ == '__main__':
    np.random.seed(666)
    x = 2 * np.random.random(size=100)
    y = x * 3 + 4 + np.random.normal(size=100)
    X = x.reshape(-1, 1)
    lin_reg = LinearRegression()
    lin_reg.fit_gd(X,y)

    print(lin_reg.coef_)
    print(lin_reg.interception_)

[3.00517934]
4.023690891597359