机器学习笔记（3）（4）相关代码

梯度下降，学习率代码展示

import math
import copy
import numpy as np
import matplotlib.pyplot as plt

x_train = np.array([1.0, 2.0])
y_train = np.array([300.0, 500.0])


# 计算代价函数
def compute_cost(x, y, w, b):
    m = x.shape[0]
    cost_sum = 0
    for i in range(m):
        f_wb = w * x[i] + b
        cost = (f_wb - y[i]) ** 2
        cost_sum = cost_sum + cost
    total_cost = cost_sum / (2 * m)
    return total_cost


# 对代价函数求导
def compute_gradient(x, y, w, b):
    m = x.shape[0]
    dj_dw = 0
    dj_db = 0

    for i in range(m):
        f_wb = w * x[i] + b
        dj_dw_i = (f_wb - y[i]) * x[i]
        dj_db_b = f_wb - y[i]
        dj_dw += dj_dw_i
        dj_db += dj_db_b
    dj_dw /= m
    dj_db /= m
    return dj_dw, dj_db


# 梯度下降
def gradient_descent(x, y, w_in, b_in, alpha, num_iters, cost_function, gradient_function):
    w = copy.deepcopy(w_in)

    J_history = []
    p_history = []
    b = b_in
    w = w_in

    for i in range(num_iters):

        dj_dw, dj_db = gradient_function(x, y, w, b)

        b = b - alpha * dj_db
        w = w - alpha * dj_dw

        if i < 100000:  # prevent resource exhaustion
            J_history.append(cost_function(x, y, w, b))
            p_history.append([w, b])

        if i % math.ceil(num_iters / 10) == 0:
            print(f"Iteration {i:4}: Cost {J_history[-1]:0.2e} ",
                  f"dj_dw: {dj_dw: 0.3e}, dj_db: {dj_db: 0.3e}  ",
                  f"w: {w: 0.3e}, b:{b: 0.5e}")
        if i == 9999:
            print(f"Iteration {i:4}: Cost {J_history[-1]:0.2e} ",
                  f"dj_dw: {dj_dw: 0.3e}, dj_db: {dj_db: 0.3e}  ",
                  f"w: {w: 0.3e}, b:{b: 0.5e}")

    return w, b, J_history, p_history


w_init = 0
b_init = 0
# some gradient descent settings
iterations = 10000
tmp_alpha = 1.0e-2
# run gradient descent
w_final, b_final, J_hist, p_hist = gradient_descent(x_train, y_train, w_init, b_init, tmp_alpha,
                                                    iterations, compute_cost, compute_gradient)
print(f"(w,b) found by gradient descent: ({w_final:8.4f},{b_final:8.4f})")
print(f"(w,b) found by gradient descent: ({w_final: 0.3e},{b_final:0.5e})")


# 梯度下降的成本与迭代次数的关系
fig, (ax1, ax2) = plt.subplots(1, 2, constrained_layout=True, figsize=(12, 4))
ax1.plot(J_hist[:100])# y的值
ax2.plot(1000 + np.arange(len(J_hist[1000:])), J_hist[1000:])
ax1.set_title("Cost vs. iteration(start)")
ax2.set_title("Cost vs. iteration (end)")
ax1.set_ylabel('Cost')
ax2.set_ylabel('Cost')
ax1.set_xlabel('iteration step')
ax2.set_xlabel('iteration step')
plt.show()

# 预测价格
print(f"1000 sqrt house prediction {w_final*1.0 + b_final:0.1f} Thousand dollars")
print(f"1200 sqrt house prediction {w_final*1.2 + b_final:0.1f} Thousand dollars")
print(f"2000 sqrt house prediction {w_final*2.0 + b_final:0.1f} Thousand dollars")

输出

Iteration 0: Cost 7.93e+04 dj_dw: -6.500e+02, dj_db: -4.000e+02 w: 6.500e+00, b: 4.00000e+00
Iteration 1000: Cost 3.41e+00 dj_dw: -3.712e-01, dj_db: 6.007e-01 w: 1.949e+02, b: 1.08228e+02
Iteration 2000: Cost 7.93e-01 dj_dw: -1.789e-01, dj_db: 2.895e-01 w: 1.975e+02, b: 1.03966e+02
Iteration 3000: Cost 1.84e-01 dj_dw: -8.625e-02, dj_db: 1.396e-01 w: 1.988e+02, b: 1.01912e+02
Iteration 4000: Cost 4.28e-02 dj_dw: -4.158e-02, dj_db: 6.727e-02 w: 1.994e+02, b: 1.00922e+02
Iteration 5000: Cost 9.95e-03 dj_dw: -2.004e-02, dj_db: 3.243e-02 w: 1.997e+02, b: 1.00444e+02
Iteration 6000: Cost 2.31e-03 dj_dw: -9.660e-03, dj_db: 1.563e-02 w: 1.999e+02, b: 1.00214e+02
Iteration 7000: Cost 5.37e-04 dj_dw: -4.657e-03, dj_db: 7.535e-03 w: 1.999e+02, b: 1.00103e+02
Iteration 8000: Cost 1.25e-04 dj_dw: -2.245e-03, dj_db: 3.632e-03 w: 2.000e+02, b: 1.00050e+02
Iteration 9000: Cost 2.90e-05 dj_dw: -1.082e-03, dj_db: 1.751e-03 w: 2.000e+02, b: 1.00024e+02
Iteration 9999: Cost 6.75e-06 dj_dw: -5.219e-04, dj_db: 8.445e-04 w: 2.000e+02, b: 1.00012e+02
(w,b) found by gradient descent: (199.9929,100.0116)
(w,b) found by gradient descent: ( 2.000e+02,1.00012e+02)
1000 sqrt house prediction 300.0 Thousand dollars
1200 sqrt house prediction 340.0 Thousand dollars
2000 sqrt house prediction 500.0 Thousand dollars