6-2 模拟实现梯度下降法

假设损失函数J是这样的：

import numpy as np
import matplotlib.pyplot as plt

plot_x = np.linspace(-1, 6, 141)
plot_y = (plot_x - 2.5) ** 2 -1
plt.plot(plot_x, plot_y)
plt.show()

梯度下降算法实现

def dJ(theta):
    return 2*(theta - 2.5)

def J(theta):
    return (theta-2.5) ** 2 -1

eta = 0.1
epsilon = 1e-8

theta = 0
while True:
    gradient = dJ(theta)
    last_theta = theta
    theta = theta - eta * gradient
    if (abs(J(theta) - J(last_theta)) < epsilon):
        break

print (theta)
print (J(theta))

输出结果： 2.499891109642585 -0.99999998814289

在图是显示所有的theta的轨迹

def gradient_descent(initial_theta, eta, epsilon=1e-8):
    theta = initial_theta
    theta_history = [theta]
    while True:
        gradient = dJ(theta)
        last_theta = theta
        theta = theta - eta * gradient
        theta_history.append(theta)
        #print (theta)
        if (abs(J(theta) - J(last_theta)) < epsilon):
            break
    return theta_history

def plot_theta_history():
    plt.plot(plot_x, J(plot_x))
    plt.plot(np.array(theta_history), J(np.array(theta_history)), color='r')
    plt.show()

eta = 0.01
theta_history = gradient_descent(0., eta)
plot_theta_history()

输出结果：

eta取不同参数的绘制结果

def gradient_descent(initial_theta, eta, n_iters = 10, epsilon=1e-8):
    theta = initial_theta
    theta_history = [theta]
    i_iter = 0
    while i_iter < n_iters:
        gradient = dJ(theta)
        last_theta = theta
        theta = theta - eta * gradient
        theta_history.append(theta)
        print (theta)
        if (abs(J(theta) - J(last_theta)) < epsilon):
            break
        i_iter += 1
    return theta_history

输出结果：