Python机器学习：梯度下降法008如何确定梯度计算的准确性，调试梯度下降法

#调试梯度
import numpy as np
import matplotlib.pyplot as plt


np.random.seed(666)
X = np.random.random(size = (1000,10))
true_theta = np.arange(1,12,dtype = float)
X_b = np.hstack([np.ones((len(X),1)),X])
y = X_b.dot(true_theta) + np.random.normal(size = 1000)

print(true_theta)

[ 1.  2.  3.  4.  5.  6.  7.  8.  9. 10. 11.]

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_math(theta,X_b,y):
    return X_b.T.dot(X_b.dot(theta) - y) * 2. / len(y)

def dJ_debug(theta,X_b,y,epsilon = 0.01):
    res = np.empty(len(theta))
    for i in range(len(theta)):
        theta_1 = theta.copy()
        theta_1[i] += epsilon
        theta_2 = theta.copy()
        theta_2[i] -= epsilon
        res[i] = (J(theta_1,X_b,y) - J(theta_2,X_b,y)) / (2 * epsilon)
    return res

def gradient_descent(dJ,X_b,initial_theta,eta,n_iters = 1e4,epsilon = 1e-4):
    theta = initial_theta
    cur_iter = 0

    while cur_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

        cur_iter += 1
    return theta

X_b = np.hstack([np.ones((len(X),1)),X])
initial_theta = np.zeros(X_b.shape[1])
eta = 0.1
theta = gradient_descent(dJ_debug,X_b,initial_theta,eta)
print(theta)

[ 1.60733388 1.98991873 2.80925629 4.00526045 4.9565647 5.82284661 6.86831506 7.92353791 8.75087035 9.900878 10.80269625]