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@Karlheinzniebuhr
Created June 8, 2017 13:28
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Linear regression with gradient descent
# How to Do Linear Regression using Gradient Descent
# import Numpy, THE matrix multiplication library for python
from numpy import *
# minimize the "sum of squared errors". This is how we calculate and correct our error
def compute_error_for_line_given_points(b, m, points):
totalError = 0
for i in range(0, len(points)):
x = points[i, 0]
y = points[i, 1]
totalError += (y - (m * x + b)) **2
return totalError / float(len(points))
def step_gradient(b_current, m_current, points, learning_rate):
# gradient descent
b_gradient = 0
m_gradient = 0
N = float(len(points))
for i in range(0, len(points)):
x = points[i, 0]
y = points[i, 1]
# direction with respecto to b and m
# computing partial derivatives of our error function
b_gradient += -(2/N) * (y - ((m_current * x) + b_current))
m_gradient += -(2/N) * x * (y - ((m_current * x) + b_current))
new_b = b_current - (learning_rate * b_gradient)
new_m = m_current - (learning_rate * m_gradient)
return [new_m, new_m]
def gradient_descent_runner(points, starting_b, starting_m, learning_rate, num_iterations):
b = starting_b
m = starting_m
for i in range(num_iterations):
b, m = step_gradient(b, m, array(points), learning_rate)
return [b, m]
def run():
# Step 1 - Collect our data
points = genfromtxt("data.csv", delimiter=",")
# Step 2 - Define our hyperparameters.
# The learning rate defines how fast our model learns (converges).
learning_rate = 0.0001
# y = mx + b (slope formula)
initial_b = 0
initial_m = 0
num_iterations = 1000 # it depends on the dimensions of the dataset
# step 3 - train our model
print("Starting gradient descent at b = {0}, m = {1}, error = {2}".format(initial_b, initial_m, compute_error_for_line_given_points(initial_b, initial_m, points)))
print("Running...")
[b, m] = gradient_descent_runner(points, initial_b, initial_m, learning_rate, num_iterations)
print("After {0} iterations b = {1}, m = {2}, error = {3}".format(num_iterations, b, m, compute_error_for_line_given_points(b, m, points)))
if __name__ == '__main__':
run()
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