Gradient Descent
Use loops and delta to reduce the difference between y_predict and y
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
%matplotlib inline
from sklearn import linear_model
import math
def gradient_descent(x, y):
m_curr = b_curr = 0
iterations = 10000000
learning_rate = 0.0002
cost_new = cost_old = 0
n = len(x)
plt.scatter(x, y, color='red', marker='*')
for i in range(iterations):
y_predict = m_curr * x + b_curr
cost_new = (1/n) * sum([val**2 for val in (y-y_predict)])
if not math.isclose(cost_old, cost_new, rel_tol=1e-20): # Use math.isclose to calculate the difference and 'rel_tol' can return true if difference is less than rel_tol
cost_old = cost_new
md = -(2/n) * sum(x*(y-y_predict))
bd = -(2/n) * sum(y-y_predict)
m_curr = m_curr - learning_rate*md
b_curr = b_curr - learning_rate*bd
print("m: {}, b: {}, cost: {}, iteration: {}".format(m_curr, b_curr, cost_new, i))
plt.plot(x, y_predict, color='blue')
else:
break
plt.plot(x, y_predict, color='orange')
标签:plt,curr,Descent,Gradient,predict,cost,new,import
From: https://www.cnblogs.com/POLAYOR/p/17185928.html