实现梯度下降算法

在该 Lab 中,我们将实现梯度下降算法的基本函数,以便在小数据集中查找数据边界。 首先,我们将从一些函数开始,帮助我们绘制和可视化数据。


In [123]:
import matplotlib.pyplot as plt
import numpy as np
import pandas as pd

#Some helper functions for plotting and drawing lines

def plot_points(X, y):
    admitted = X[np.argwhere(y==1)]
    rejected = X[np.argwhere(y==0)]
    plt.scatter([s[0][0] for s in rejected], [s[0][1] for s in rejected], s = 25, color = 'blue', edgecolor = 'k')
    plt.scatter([s[0][0] for s in admitted], [s[0][1] for s in admitted], s = 25, color = 'red', edgecolor = 'k')

def display(m, b, color='g--'):
    plt.xlim(-0.05,1.05)
    plt.ylim(-0.05,1.05)
    x = np.arange(-10, 10, 0.1)
    plt.plot(x, m*x+b, color)

读取与绘制数据


In [124]:
data = pd.read_csv('data.csv', header=None)
X = np.array(data[[0,1]])
y = np.array(data[2])
plot_points(X,y)
plt.show()


待办: 实现基本函数

现在轮到你练习了。 如之前所述,实现以下基本函数。

  • Sigmoid 激活函数
$$\sigma(x) = \frac{1}{1+e^{-x}}$$
  • 输出(预测)公式
$$\hat{y} = \sigma(w_1 x_1 + w_2 x_2 + b)$$
  • 误差函数
$$Error(y, \hat{y}) = - y \log(\hat{y}) - (1-y) \log(1-\hat{y})$$
  • 更新权重的函数
$$ w_i^{'} \longleftarrow w_i + \alpha (y - \hat{y}) x_i$$$$ b^{'} \longleftarrow b + \alpha (y - \hat{y})$$

In [137]:
# Implement the following functions

# Activation (sigmoid) function
def sigmoid(x):
    return 1 / (1 + np.exp(-x))

# Output (prediction) formula
def output_formula(features, weights, bias):
    return sigmoid(np.dot(features, weights) + bias)
 
# Error (log-loss) formula
def error_formula(y, output):
    return - y*np.log(output) - (1 - y) * np.log(1-output)

# Gradient descent step
def update_weights(x, y, weights, bias, learnrate):
    yy = output_formula(x, weights, bias)
    d_error = (y - yy)
    w = weights + learnrate * d_error * x
    b = bias + learnrate * d_error
    return w, b

训练函数

该函数将帮助我们通过所有数据来迭代梯度下降算法,用于多个 epoch。 它还将绘制数据,以及在我们运行算法时绘制出一些边界线。


In [138]:
np.random.seed(44)

epochs = 100
learnrate = 0.01

def train(features, targets, epochs, learnrate, graph_lines=False):
    
    errors = []
    n_records, n_features = features.shape
    last_loss = None
    weights = np.random.normal(scale=1 / n_features**.5, size=n_features)
    bias = 0
    for e in range(epochs):
        del_w = np.zeros(weights.shape)
        for x, y in zip(features, targets):
            output = output_formula(x, weights, bias)
            error = error_formula(y, output)
            weights, bias = update_weights(x, y, weights, bias, learnrate)
        
        # Printing out the log-loss error on the training set
        out = output_formula(features, weights, bias)
        loss = np.mean(error_formula(targets, out))
        errors.append(loss)
        if e % (epochs / 10) == 0:
            print("\n========== Epoch", e,"==========")
            if last_loss and last_loss < loss:
                print("Train loss: ", loss, "  WARNING - Loss Increasing")
            else:
                print("Train loss: ", loss)
            last_loss = loss
            predictions = out > 0.5
            accuracy = np.mean(predictions == targets)
            print("Accuracy: ", accuracy)
        if graph_lines and e % (epochs / 100) == 0:
            display(-weights[0]/weights[1], -bias/weights[1])
            

    # Plotting the solution boundary
    plt.title("Solution boundary")
    display(-weights[0]/weights[1], -bias/weights[1], 'black')

    # Plotting the data
    plot_points(features, targets)
    plt.show()

    # Plotting the error
    plt.title("Error Plot")
    plt.xlabel('Number of epochs')
    plt.ylabel('Error')
    plt.plot(errors)
    plt.show()

是时候来训练算法啦!

当我们运行该函数时,我们将获得以下内容:

  • 目前的训练损失与准确性的 10 次更新
  • 获取的数据图和一些边界线的图。 最后一个是黑色的。请注意,随着我们遍历更多的 epoch ,线会越来越接近最佳状态。
  • 误差函数的图。 请留意,随着我们遍历更多的 epoch,它会如何降低。

In [139]:
train(X, y, epochs, learnrate, True)


========== Epoch 0 ==========
Train loss:  0.713584519538
Accuracy:  0.4

========== Epoch 10 ==========
Train loss:  0.622583521045
Accuracy:  0.59

========== Epoch 20 ==========
Train loss:  0.554874408367
Accuracy:  0.74

========== Epoch 30 ==========
Train loss:  0.501606141872
Accuracy:  0.84

========== Epoch 40 ==========
Train loss:  0.459333464186
Accuracy:  0.86

========== Epoch 50 ==========
Train loss:  0.425255434335
Accuracy:  0.93

========== Epoch 60 ==========
Train loss:  0.397346157167
Accuracy:  0.93

========== Epoch 70 ==========
Train loss:  0.374146976524
Accuracy:  0.93

========== Epoch 80 ==========
Train loss:  0.354599733682
Accuracy:  0.94

========== Epoch 90 ==========
Train loss:  0.337927365888
Accuracy:  0.94

In [ ]: