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  • Regression 手动实现Gradient Descent

    import numpy as np
    import matplotlib.pyplot as plt
    
    
    x_data = [338.,333.,328.,207.,226.,25.,179.,60.,208.,606.]
    y_data = [640.,633.,619.,393.,428.,27.,193.,66.,226.,1591.]
    #y_data = w*x_data + b
    
    x = np.arange(-200,-100,1)#bias
    y = np.arange(-5,5,0.1)#weight
    Z = np.zeros((len(x),len(y)))
    X,Y = np.meshgrid(x,y)
    for i in range(len(x)):
        for j in range(len(y)):
            b = x[i]
            w = y[j]
            Z[j][i] = 0
            for n in range(len(x_data)):
                Z[j][i] = Z[j][i] + (y_data[n] - b - w*x_data[n])**2
            Z[j][i] = Z[j][i]/len(x_data)
    
    
    b = -120 #初始化b
    w = -4 #初始化w
    lr = 0.0000001 #learning rate
    iteration = 100000
    
    #作图保留
    b_history = [b]
    w_history = [w]
    
    for i in range(iteration):
        b_grad = 0.0
        w_grad = 0.0
        for n in range(len(x_data)):#求导的和
            b_grad = b_grad - 2.0*(y_data[n] - b - w*x_data[n])*1.0
            w_grad = w_grad - 2.0*(y_data[n] - b - w*x_data[n])*x_data[n]
    
        #update
        b = b - lr*b_grad
        w = w - lr*w_grad
    
        #store for plotting
        b_history.append(b)
        w_history.append(w)
    
    #plot
    plt.contourf(x,y,Z,50,alpha=0.5,cmap=plt.get_cmap('jet'))
    plt.plot([-188.4],[2.67],'x',ms=12,markeredgewidth=3,color='orange')
    plt.plot(b_history, w_history, 'o-', ms=3, lw=1.5, color='black')
    plt.xlim(-200,-100)
    
    plt.ylim(-5,5)
    plt.xlabel(r'$b$', fontsize=16)
    plt.ylabel(r'$w$', fontsize=16)
    
    plt.show()

    _

     显然没有搞好

    用adaGrad 

    import numpy as np
    import matplotlib.pyplot as plt
    
    
    x_data = [338.,333.,328.,207.,226.,25.,179.,60.,208.,606.]
    y_data = [640.,633.,619.,393.,428.,27.,193.,66.,226.,1591.]
    #y_data = w*x_data + b
    #Z是整个data的loss值
    x = np.arange(-200,-100,1)#bias
    y = np.arange(-5,5,0.1)#weight
    Z = np.zeros((len(x),len(y)))
    X,Y = np.meshgrid(x,y)
    for i in range(len(x)):
        for j in range(len(y)):
            b = x[i]
            w = y[j]
            Z[j][i] = 0
            for n in range(len(x_data)):
                Z[j][i] = Z[j][i] + (y_data[n] - b - w*x_data[n])**2
            Z[j][i] = Z[j][i]/len(x_data)
    
    
    b = -120 #初始化b
    w = -4 #初始化w
    lr = 1 #learning rate
    iteration = 100000
    
    #作图保留
    b_history = [b]
    w_history = [w]
    
    lr_b = 0
    lr_w = 0
    
    for i in range(iteration):
        b_grad = 0.0
        w_grad = 0.0
        for n in range(len(x_data)):#求导的和
            b_grad = b_grad - 2.0*(y_data[n] - b - w*x_data[n])*1.0
            w_grad = w_grad - 2.0*(y_data[n] - b - w*x_data[n])*x_data[n]
    
        lr_b = lr_b + b_grad ** 2
        lr_w = lr_w + w_grad ** 2
    
        #update
        b = b - lr/np.sqrt(lr_b)*b_grad
        w = w - lr/np.sqrt(lr_w)*w_grad
    
        #store for plotting
        b_history.append(b)
        w_history.append(w)
    
    #plot
    plt.contourf(x,y,Z,50,alpha=0.5,cmap=plt.get_cmap('jet'))
    plt.plot([-188.4],[2.67],'x',ms=12,markeredgewidth=3,color='orange')
    plt.plot(b_history, w_history, 'o-', ms=3, lw=1.5, color='black')
    plt.xlim(-200,-100)
    
    plt.ylim(-5,5)
    plt.xlabel(r'$b$', fontsize=16)
    plt.ylabel(r'$w$', fontsize=16)
    
    plt.show()

    ok

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  • 原文地址:https://www.cnblogs.com/cunyusup/p/9565819.html
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