梯度下降算法3维图像示例

import numpy as np
import matplotlib.pyplot as plt
import matplotlib.pylab as mpl
from mpl_toolkits.mplot3d import Axes3D

# 画图中文显示：不报错
mpl.rcParams['font.sans-serif'] = [u'simHei']
mpl.rcParams['axes.unicode_minus'] = False

# 设置二维函数(有2个特征属性:x1, x2)
def f(x1, x2):
    return 0.6 * (x1 + x2) ** 2 - x1 * x2
# 2个特征属性的求导得theta1, theta2
def hx1(x1, x2):
    return 1.2 * (x1 + x2) - x2
def hx2(x1, x2):
    return 1.2 * (x1 + x2) - x1

# 使用梯度下降法求解
GD_x1 = []
GD_x2 = []
GD_Y = []

# 设置初始化参数
x1 = 7
x2 = 6
alpha = 0.5
f_change = f(x1, x2)
f_current = f_change
GD_x1.append(x1)
GD_x2.append(x2)
GD_Y.append(f_current)

# 设置迭代次数统计变量
iter_num = 0
# 设置迭代条件
while iter_num < 500 and f_change > 1e-10:
    iter_num += 1
    pre_x1 = x1
    pre_x2 = x2
    x1 = pre_x1 - alpha * hx1(pre_x1, pre_x2)
    x2 = pre_x2 - alpha * hx2(pre_x1, pre_x2)

    tmp = f(x1, x2)
    # 梯度差值的绝对值