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An overly simplistic gradient descent algorithm for linear regression on a single variable, taken from andrew's ng course
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import math, numpy as np | |
from typing import Tuple, Callable | |
from numpy.typing import ArrayLike | |
x_train = np.array([1.0, 2.0]) | |
y_train = np.array([300.0, 500.0]) | |
def compute_cost(x: ArrayLike, y: ArrayLike, w: float, b: float) -> float: | |
m = x.shape[0] | |
cost = 0 | |
for i in range(m): | |
f_wb = w * x[i] + b | |
cost += (f_wb - y[i]) ** 2 | |
return cost / (2 * m) | |
def compute_gradient(x: ArrayLike, y: ArrayLike, w: float, b: float) -> Tuple[float, float]: | |
m = x.shape[0] | |
dj_dw = 0 | |
dj_db = 0 | |
for i in range(m): | |
f_wb = w * x[i] + b | |
dj_dw_i = (f_wb - y[i]) * x[i] | |
dj_db_i = f_wb - y[i] | |
dj_dw += dj_dw_i | |
dj_db += dj_db_i | |
dj_dw /= m | |
dj_db /= m | |
return dj_dw, dj_db | |
def gradient_descent(x: ArrayLike, y: ArrayLike, w: float, b: float, alpha: float, num_iters: int, | |
cost_function: Callable[[ArrayLike, ArrayLike, float, float], float], | |
gradient_function: Callable[[ArrayLike, ArrayLike, float, float], Tuple[float, float]]): | |
J_history = [] | |
p_history = [] | |
for i in range(num_iters): | |
dj_dw, dj_db = gradient_function(x, y, w, b) | |
b = b - alpha * dj_db | |
w = w - alpha * dj_dw | |
if i < 10000: | |
J_history.append(cost_function(x, y, w, b)) | |
p_history.append((w, b)) | |
if i % math.ceil(num_iters/10) == 0: | |
# Damn this ugly dude | |
print(f"Iteration {i:4}: Cost {J_history[-i]:0.2e}", | |
f"dj_dw: {dj_dw:0.3e}, dj_db: {dj_db:0.3e}" | |
f"w: {w:0.3e}, b:{b:0.5e}") | |
return w, b, J_history, p_history | |
def main(): | |
w_init = 0 | |
b_init = 0 | |
iterations = 10000 | |
tmp_alpha = 1.0e-2 | |
w_final, b_final, J_hist, p_hist = gradient_descent(x_train, y_train, w_init, b_init, tmp_alpha, iterations, compute_cost, compute_gradient) | |
print(f"(w, b) found using GDA: ({w_final: 8.4f}, {b_final:8.4f}") | |
print(J_hist) | |
print(p_hist) | |
print("============================================\n\n\t\tGOOD JOB :^)\n\n============================================") | |
if __name__ == "__main__": | |
main() |
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