线性回归+梯度下降
import numpy
def compute_error_for_line_given_points(b, w, points):
totalError = 0
for i in range(0, len(points)):
x = points[i, 0]
y = points[i, 1]
totalError += (y - (w*x + b))**2
return totalError / float(len(points))
def step_gradient(b_current, w_current, points, learningRate):
b_gradient = 0
w_gradient = 0
for i in range(0, len(points)):
x = points[i, 0]
y = points[i, 1]
b_gradient += -(2/N)*(y - ((w_current*x)+b_current))
w_gradient += -(2/N)*x*(y - ((w_current*x)+b_current))
new_b = b_current - (learningRate*b_gradient)
new_w = w_current - (learningRate*w_gradient)
return [new_b, new_w]
def gradient_descent_runner(points, starting_b, starting_w, learningRate, num_iter):
b = starting_b
w = starting_w
for i in range(num_iter):
b, w = step_gradient(b, w, np.array(points), learningRate)
return [b, w]
def run():
points = np.genformtxt('data.csv', delimiter=',')
learningRate = 0.0001
initial_b = 0
initial_w = 0
num_iter = 100
[b, w] = gradient_descent_runner(points, initial_b, initial_w, learningRate, num_iter)
print('After {0} iteration b = {1}, m = {2}, error={3}'.format(num_iter, b, w,
compute_error_for_line_given_points(b, w, points)))
if __name__ == '__main__':
run()