梯度下降法一元线性回归
import numpy as np
import matplotlib.pyplot as plt
#载入数据
data = np.genfromtxt("data.csv",delimiter=",")#加载文件,分隔符为逗号
x_data = data[:,0]#存储第0列的所有数据
y_data = data[:,1]#存储第1列的所有数据
#学习率
lr = 0.0001
#截距
b = 0.0
#斜率
k = 0.0
#最大迭代次数
epochs = 50
#最小二乘法
def compute_error(b, k, x_data, y_data):
totalError = 0
for i in range(0,len(x_data)):
totalError += (y_data[i] - (k * x_data[i] + b)) ** 2
return totalError / float(len(x_data)) / 2.0
#梯度下降法求最小值
def gradient_descent_runner(x_data, y_data, b, k, lr, epochs):
#计算总数据量
m = len(x_data)
#循环epochs次
for i in range(epochs):
b_grade = 0
k_grade = 0
#计算梯度总和在求平均
for j in range(0, len(x_data)):
b_grade += -(1/m) * (y_data[j] - (k * x_data[j] + b))
k_grade += -(1/m) * (y_data[j] - (k * x_data[j] + b)) * x_data[j]
#更新学习率
b = b - (lr * b_grade)
k = k - (lr * k_grade)
return b,k
print("Starting b = {0}, k = {1}, error = {2}".format(b, k, compute_error(b, k, x_data, y_data)))
print("Running...")
b,k = gradient_descent_runner(x_data, y_data, b, k, lr, epochs)
print("After {0} iterations b = {1}, k = {2}, error = {3}".format(epochs, b, k, compute_error(b, k, x_data, y_data)))
#画图
plt.plot(x_data, y_data, 'b.')
plt.plot(x_data, k*x_data+b, 'r')
plt.show()
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sklearn--一元线性回归
import numpy as np import matplotlib.pyplot as plt from sklearn.linear_model import LinearRegression #载入数据 data = np.genfromtxt("data.csv",delimiter=",")#加载文件,分隔符为逗号 x_data = data[:,0,np.newaxis] y_data = data[:,1,np.newaxis] #创建并拟合模型 model = LinearRegression() model.fit(x_data, y_data) #画图 plt.plot(x_data, y_data,'b.') plt.plot(x_data,model.predict(x_data),'r') plt.show()