解读代码:import numpy as np def gradient_descent(x, lr, num_iterations, eps): for i in range(num_iterations): grad = np.array([-400*x[0]*(x[1]-x[0]**2)-2*(1-x[0]), 200*(x[1]-x[0]**2)]) x = x - lr * grad if np.linalg.norm(grad, 2) < eps: break return x, i+1 x = np.array([0.5, 0.5]) lr = 0.1 num_iterations = 1000 [result,n] = gradient_descent(x, lr, num_iterations,0.001)
时间: 2023-12-05 10:05:55 浏览: 47
这是一个使用梯度下降法求解函数极小值的代码。具体来说,这个函数是一个二元函数 f(x,y) = 100*(y-x^2)^2 + (1-x)^2,使用梯度下降法可以求解出该函数的极小值。
代码中的 gradient_descent 函数有四个输入参数:x 表示函数的初始点,lr 表示学习率,num_iterations 表示迭代次数,eps 表示迭代停止的阈值。
在函数中,先使用 for 循环迭代 num_iterations 次,每次迭代中先计算当前点 x 的梯度 grad,然后更新 x 为 x - lr * grad。如果当前迭代的梯度 norm 小于阈值 eps,则停止迭代,并返回当前的 x 和迭代次数 i+1。
最后,代码中定义了一个初始点 x,学习率 lr 和迭代次数 num_iterations,并调用 gradient_descent 函数求解函数的极小值。最终返回结果 result 和迭代次数 n。
相关问题
import numpy as np # 定义目标函数及其梯度 def f(x): return x[0]**2 + x[1]**2 def grad_f(x): return np.array([2*x[0], 2*x[1]]) # 梯度下降法 def gradient_descent(x, lr, num_iterations,eps): for i in range(num_iterations): grad = grad_f(x) x = x - lr * grad if np.linalg.norm( - lr * grad,2) < eps*1000: break return x,i+1...............。以上代码中break语句的问题在哪如何改正
在代码中,break语句的使用是为了在满足一定条件时提前终止循环,但是在这里它的使用可能会导致梯度下降算法不能达到最优解。因为只要梯度的范数小于eps*1000,循环就会被提前终止,而不一定达到最优解。因此,可以将判断条件改为梯度范数小于eps,这样可以更精确地控制迭代的次数,同时保证算法能够收敛到最优解。修改后的代码如下:
```
import numpy as np
# 定义目标函数及其梯度
def f(x):
return x[0]**2 + x[1]**2
def grad_f(x):
return np.array([2*x[0], 2*x[1]])
# 梯度下降法
def gradient_descent(x, lr, num_iterations, eps):
for i in range(num_iterations):
grad = grad_f(x)
x = x - lr * grad
if np.linalg.norm(grad, 2) < eps:
break
return x, i+1
```
这样修改后,当梯度的范数小于eps时循环才会被提前终止,从而保证算法能够收敛到最优解。
import numpy as np def sigmoid(x): # the sigmoid function return 1/(1+np.exp(-x)) class LogisticReg(object): def __init__(self, indim=1): # initialize the parameters with all zeros # w: shape of [d+1, 1] self.w = np.zeros((indim + 1, 1)) def set_param(self, weights, bias): # helper function to set the parameters # NOTE: you need to implement this to pass the autograde. # weights: vector of shape [d, ] # bias: scaler def get_param(self): # helper function to return the parameters # NOTE: you need to implement this to pass the autograde. # returns: # weights: vector of shape [d, ] # bias: scaler def compute_loss(self, X, t): # compute the loss # X: feature matrix of shape [N, d] # t: input label of shape [N, ] # NOTE: return the average of the log-likelihood, NOT the sum. # extend the input matrix # compute the loss and return the loss X_ext = np.concatenate((X, np.ones((X.shape[0], 1))), axis=1) # compute the log-likelihood def compute_grad(self, X, t): # X: feature matrix of shape [N, d] # grad: shape of [d, 1] # NOTE: return the average gradient, NOT the sum. def update(self, grad, lr=0.001): # update the weights # by the gradient descent rule def fit(self, X, t, lr=0.001, max_iters=1000, eps=1e-7): # implement the .fit() using the gradient descent method. # args: # X: input feature matrix of shape [N, d] # t: input label of shape [N, ] # lr: learning rate # max_iters: maximum number of iterations # eps: tolerance of the loss difference # TO NOTE: # extend the input features before fitting to it. # return the weight matrix of shape [indim+1, 1] def predict_prob(self, X): # implement the .predict_prob() using the parameters learned by .fit() # X: input feature matrix of shape [N, d] # NOTE: make sure you extend the feature matrix first, # the same way as what you did in .fit() method. # returns the prediction (likelihood) of shape [N, ] def predict(self, X, threshold=0.5): # implement the .predict() using the .predict_prob() method # X: input feature matrix of shape [N, d] # returns the prediction of shape [N, ], where each element is -1 or 1. # if the probability p>threshold, we determine t=1, otherwise t=-1
以下是您提供的代码的完整实现,包括_param()和get_param()方法的实现:
```python
import numpy as np
def sigmoid(x):
# the sigmoid function
return 1 / (1 + np.exp(-x))
class LogisticReg(object):
def __init__(self, indim=1):
# initialize the parameters with all zeros
# w: shape of [d+1, 1]
self.w = np.zeros((indim + 1, 1))
def set_param(self, weights, bias):
# helper function to set the parameters
# weights: vector of shape [d, ]
# bias: scalar
self.w[:-1] = weights.reshape(-1, 1)
self.w[-1] = bias
def get_param(self):
# helper function to return the parameters
# returns:
# weights: vector of shape [d, ]
# bias: scalar
weights = self.w[:-1].reshape(-1)
bias = self.w[-1]
return weights, bias
def compute_loss(self, X, t):
# compute the loss
# X: feature matrix of shape [N, d]
# t: input label of shape [N, ]
# NOTE: return the average of the log-likelihood, NOT the sum.
# extend the input matrix
X_ext = np.concatenate((X, np.ones((X.shape[0], 1))), axis=1)
# compute the log-likelihood
z = X_ext @ self.w
y = sigmoid(z)
loss = -np.mean(t * np.log(y) + (1 - t) * np.log(1 - y))
return loss
def compute_grad(self, X, t):
# X: feature matrix of shape [N, d]
# grad: shape of [d, 1]
# NOTE: return the average gradient, NOT the sum.
X_ext = np.concatenate((X, np.ones((X.shape[0], 1))), axis=1)
z = X_ext @ self.w
y = sigmoid(z)
grad = np.mean(X_ext.T @ (y - t), axis=1)
return grad
def update(self, grad, lr=0.001):
# update the weights
# by the gradient descent rule
self.w -= lr * grad.reshape(-1, 1)
def fit(self, X, t, lr=0.001, max_iters=1000, eps=1e-7):
# implement the .fit() using the gradient descent method.
# args:
# X: input feature matrix of shape [N, d]
# t: input label of shape [N, ]
# lr: learning rate
# max_iters: maximum number of iterations
# eps: tolerance of the loss difference
# TO NOTE:
# extend the input features before fitting to it.
# return the weight matrix of shape [indim+1, 1]
X_ext = np.concatenate((X, np.ones((X.shape[0], 1))), axis=1)
prev_loss = np.inf
for i in range(max_iters):
loss = self.compute_loss(X, t)
if np.abs(loss - prev_loss) < eps:
break
grad = self.compute_grad(X, t)
self.update(grad, lr)
prev_loss = loss
return self.w
def predict_prob(self, X):
# implement the .predict_prob() using the parameters learned by .fit()
# X: input feature matrix of shape [N, d]
# NOTE: make sure you extend the feature matrix first,
# the same way as what you did in .fit() method.
# returns the prediction (likelihood) of shape [N, ]
X_ext = np.concatenate((X, np.ones((X.shape[0], 1))), axis=1)
z = X_ext @ self.w
y = sigmoid(z)
return y
def predict(self, X, threshold=0.5):
# implement the .predict() using the .predict_prob() method
# X: input feature matrix of shape [N, d]
# returns the prediction of shape [N, ], where each element is -1 or 1.
# if the probability p > threshold, we determine t = 1, otherwise t = -1
prob = self.predict_prob(X)
predictions = np.where(prob > threshold, 1, -1)
return predictions
```
这个类实现了逻辑回归的基本功能,包括参数设置、计算损失、计算梯度、更新权重、拟合数据、预测概率和预测类别等方法。您可以使用这个类来拟合二分类问题的数据,并进行预测。