请用python写一个基于最小分类误差的梯度下降法
时间: 2024-05-06 16:22:13 浏览: 96
这里给出一个基于最小分类误差的梯度下降法的示例代码:
```python
import numpy as np
class GradientDescent:
def __init__(self, learning_rate=0.01, max_iters=1000, threshold=1e-6):
self.learning_rate = learning_rate
self.max_iters = max_iters
self.threshold = threshold
self.coef_ = None
self.intercept_ = None
def fit(self, X, y):
n_samples, n_features = X.shape
self.coef_ = np.zeros(n_features)
self.intercept_ = 0
for i in range(self.max_iters):
y_pred = self.predict(X)
error = y - y_pred
gradient_coef = -2/n_samples * np.dot(X.T, error)
gradient_intercept = -2/n_samples * np.sum(error)
self.coef_ -= self.learning_rate * gradient_coef
self.intercept_ -= self.learning_rate * gradient_intercept
if np.linalg.norm(gradient_coef) < self.threshold:
break
def predict(self, X):
return np.dot(X, self.coef_) + self.intercept_
```
其中,最小分类误差即为平方误差,代码中通过对预测值和真实值之差进行平方和计算误差。梯度下降法的核心在于对模型参数(包括系数和截距)的梯度进行迭代更新,使得误差逐步减小,直到达到一定的阈值或迭代次数上限。在代码中,通过对系数和截距的梯度进行计算,并以一定的学习率进行更新,从而实现了梯度下降法的过程。
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