线性回归模型（python实现）

最新推荐文章于 2024-07-16 15:41:33 发布

ysc_11

最新推荐文章于 2024-07-16 15:41:33 发布

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文章标签： python 线性回归机器学习

本文链接：https://blog.csdn.net/ysc_11/article/details/130829629

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学习笔记（Study Note）

线性回归模型(Linear Regression Model)

原理（theory)

线性回归的主要功能为通过对训练集上的数据进行函数拟合，从而得到一个可预测的函数（即模型）
The main function of Linear Regression is to obtain a predction function by fiting the data on training set.

损失函数(Loss Function)

$J(\omega,b)= \frac{1}{2m}\sum_{i=1}^{m}(f_{w,b}(x^{(i)})-y^{(i)})^2 \\ \quad m\ as\ number\ of\ training\ set$

梯度下降算法(Gradient Descent)

梯度下降算法用于得到损失函数的局部最小值。
Gradient descent algorithm is used to obtain the local minimum of loss function.

代码实现（Code Implementation）

该代码还存在很多缺陷，如：对损失函数高阶求导无法计算等，等以后更加熟悉了再回来修改。
The code also has many flaws, such as can’t computer higher derivative of loss funciton.Come back to it later when I am more familiar with it.

import torch
import numpy as np
import matplotlib.pyplot as plt

from CommonFunction import GadientDescent as GD
from CommonFunction import fun

x = np.arange(0, 20)
y = np.arange(150,170)
x = fun.scal(x, x.max(), x.min(), x.sum()/x.size)
y = fun.scal(y, y.max(), y.min(), y.sum()/y.size)

plt.figure('1')
plt.title('training set')
plt.xlabel('x')
plt.ylabel('y')
plt.scatter(x, y, color='red')

# set w and b
w = np.arange(0,1)
b = 0
a = 0.01
# set loss function and iterNum
m = x.size
iterNum = 10000
for index in range(iterNum):
    tw, tb = GD.GD(w, b, a, x, y, m)
    w = tw
    b = tb
print('w=', w, 'b=', b)

xx = np.arange(-1, 2)
yy = 0
for i in range(len(w)):
    yy += w[i] * np.power(xx, i+1) + b
plt.subplot
plt.xlim(-1, 1)
plt.ylim(-1, 1)
plt.plot(xx, yy)
plt.show()

from CommonFunction import fun


def GD(w, b, a, x, y, m):
    tempSumW = 0
    tempSumB = 0
    for i in range(m):
        tempSumW += (fun.fun(w, b, x[i]) - y[i]) * x[i]
        tempSumB += (fun.fun(w, b, x[i]) - y[i])
    tempW = w - a * (1 / m)*tempSumW
    tempB = b - a * (1 / m)*tempSumB
    return tempW, tempB



import numpy as np


def fun(w, b, x):
    summ = 0
    for i in range(len(w)):
        summ += w[i] * np.power(x, i+1) + b
    return summ


def scal(x, xmax, xmin, xave):
    Xnew = (x - xave) / (xmax - xmin)
    return Xnew