linear regression

linear_regression.py

#!/usr/bin/env python
# -*- coding: utf-8 -*-
"""
Author     : Linusp
Date       : 2014/08/30
Description: Linear Regression
"""

import numpy as np
import matplotlib as mpl
import matplotlib.pyplot as plt
import matplotlib.animation as animation
import time

fig = plt.figure()
ax1 = fig.add_subplot(1,1,1)

data = np.loadtxt("linear_regression.txt")
x = np.hstack([np.ones((len(data), 1)), data])

theta=np.array([0.0, 0.0])
alpha = 0.001
m = len(x)

def update():
    global x, theta, alpha, m
    theta = theta - alpha * np.dot(x[:,0:2].T, np.dot(x[:, 0:2], theta)
    - x[:,2]) / m
    print "theta is :(%f %f)" %(theta[0], theta[1])


def plot_all_points():
    global x, ax1
    for point in x:
        ax1.plot(point[1], point[2], 'ro')


def animate(i):
    global x, ax1, theta
    update()

    ax1.clear()
    plot_all_points()

    x_range = np.arange(0, 30, 0.025)
    y_range = np.arange(0, 30, 0.025)
    X, Y = np.meshgrid(x_range, y_range)
    f = theta[0] + theta[1] * X - Y
    ax1.contour(X, Y, f, [0], colors=('blue'))
    ax1.set_title("Linear regression")

    plt.xlim([0, 30])
    plt.ylim([0, 30])

if __name__ == '__main__':
    ani = animation.FuncAnimation(fig, animate, interval=1000)
    plt.show()