机器学习 PR曲线图，ROC曲线图，梯度下降法及adgrad方法的matlab实现

PR曲线图及ROC曲线

clear all
clc

data=xlsread("C:\Users\19680\Desktop\作业1数据.xlsx");
n=size(data,1);
t=0;  %t参数记录roc曲线下x，y轴
for j=1:-0.01:0 %j代表阈值
    %初始化
    TP=0;
    FP=0;
    TN=0;
    FN=0;
    t=t+1;
    for i=1:n %i代表1-200序列遍历
    if data(i,2)==1&&data(i,3)>=j
        TP=TP+1;
    elseif data(i,2)==0&&data(i,3)>=j
        FP=FP+1;
    elseif data(i,2)==0&&data(i,3)<j
        TN=TN+1;
    elseif data(i,2)==1&&data(i,3)<j
        FN=FN+1;
    end
    end
    p(t)=TP/(TP+FP);
    r(t)=TP/(TP+FN);
  
    c(t)=TP/(TP+FN);
    z(t)=FP/(FP+TN);

end 

plot(c,z);  %ROC曲线
hold on
plot(r,p);  %PR曲线

梯度下降法和adgrad方法

clear all
clc

x0=[-2 2];
f0=yuanhanshu(x0);
g0=tidu(x0);
lr=0.001;
n=20000;


for i=1:n
    x1=x0-lr*g0;
    g1=tidu(x1);
    f1=yuanhanshu(x1);
    
    f0=f1;
    x0=x1;
    g0=g1;
    N(i,:) = x0;
    M(i,:) = f0;
end
x0;
f0;
plot(N,M)

function f=yuanhanshu(x)
    f=(1-x(1))^2+100*(x(2)-x(1)^2)^2;

function g=tidu(x)
    t1=4*100*x(1)^3+(2-4*100*x(2))*x(1)-2;
    t2=2*100*(x(2)-x(1)^2);
    g=[t1 t2];

adgrad方法

clear all
clc

%adgrad 但是和梯度下降法只增加了一个学习率的学习率
x0=[-2 2];
f0=yuanhanshu(x0);
g0=tidu(x0);
lr=0.001;   %学习率
llr=0.99; %学习率的学习率
n=20000;


for i=1:n
    x1=x0-lr*g0;
    g1=tidu(x1);
    f1=yuanhanshu(x1);
    lr=llr*lr;
    
    f0=f1;
    x0=x1;
    g0=g1;
    N(i,:) = x0;
    M(i,:) = f0;
end
x0;
f0;
plot(N,M)

adgrad修改版还是不会，图不对劲

clear all
clc

%adgrad 梯度下降算法
x0=[-2 2];
f0=yuanhanshu(x0);
g0=tidu(x0);
lr=0.001;
n=200;
ssum=g0.^2+1e-10;
eps=1e-10;



for i=1:n
    
    x1=x0-lr*g0;
    g0
    g1=tidu(x1);
    f1=yuanhanshu(x1);
    ssum=ssum+g1.^2+eps;
    
    ssum(1,1)^2+sum(1,2)^2;
    lr=lr/sqrt(ssum(1,1)^2+sum(1,2)^2);
    f0=f1;
    x0=x1;
    g0=g1;
    N(i,:) = x0;
    M(i,:) = f0;
end
x0;
f0;
plot(N,M)