B站刘二大人,传送门梯度下降算法
在深度学习算法中,并没有很多的局部最优点(梯度为零的点),也即是可以使用梯度下降算法也叫贪心算法寻找权重对应的最小损失值。
下面是随机梯度下降源代码:
import matplotlib.pyplot as plt
# prepare the training set
x_data = [1.0, 2.0, 3.0]
y_data = [2.0, 4.0, 6.0]
# initial guess of weight
w = 1.0
# define the model linear model y = w*x
def forward(x):
return x * w
# define the cost function MSE
def cost(xs, ys):
cost = 0
for x, y in zip(xs, ys):
y_pred = forward(x)
cost += (y_pred - y) ** 2
return cost / len(xs)
# define the gradient function gd
def gradient(xs, ys):
grad = 0
for x, y in zip(xs, ys):
grad += 2 * x * (x * w - y)
return grad / len(xs)
epoch_list = []
cost_list = []
print('predict (before training)', 4, forward(4))
for epoch in range(100):
cost_val = cost(x_data, y_data)
grad_val = gradient(x_data, y_data)
w -= 0.01 * grad_val # 0.01 learning rate
print('epoch:', epoch, 'w=', w, 'loss=', cost_val)
epoch_list.append(epoch)
cost_list.append(cost_val)
print('predict (after training)', 4, forward(4))
plt.plot(epoch_list, cost_list)
plt.ylabel('cost')
plt.xlabel('epoch')
plt.show()
gradient()是计算梯度的函数,对应凸函数,利用梯度的正负判断损失值的最小值的位置,梯度大于零则最优解在后,小于零则在前方。
epoch指的是进行的轮数
随机梯度下降算法
梯度下降算法是对应所以数据进行求损失值,这样会造成学习效率低,时间复杂度高,因此推出了随机梯度下降算法(mini-batch)
随机梯度下降算法将数据分层,合成一个小数据集进行计算,调用了全部数据中的一部分数据,更具有拟合性。
两者的区别:
1、损失函数由cost()更改为loss()。cost是计算所有训练数据的损失,loss是计算一个训练数据的损失。对应于源代码则是少了两个for循环。
2、梯度函数gradient()由计算所有训练数据的梯度更改为计算一个训练数据的梯度。
下面是随机梯度下降算法的源代码:
import matplotlib.pyplot as plt
x_data = [1.0, 2.0, 3.0]
y_data = [2.0, 4.0, 6.0]
w = 1.0
def forward(x):
return x * w
# calculate loss function
def loss(x, y):
y_pred = forward(x)
return (y_pred - y) ** 2
# define the gradient function sgd
def gradient(x, y):
return 2 * x * (x * w - y)
epoch_list = []
loss_list = []
print('predict (before training)', 4, forward(4))
for epoch in range(100):
for x, y in zip(x_data, y_data):
grad = gradient(x, y)
w = w - 0.01 * grad # update weight by every grad of sample of training set
print("\tgrad:", x, y, grad)
l = loss(x, y)
print("progress:", epoch, "w=", w, "loss=", l)
epoch_list.append(epoch)
loss_list.append(l)
print('predict (after training)', 4, forward(4))
plt.plot(epoch_list, loss_list)
plt.ylabel('loss')
plt.xlabel('epoch')
plt.show()