可以看到,每次 epoch,我们都会更新数据集里每行的系数。系数的更新是基于模型生成的误差。该误差被算作候选系数的预测值和预期输出值之间的差。 error = prediction - expected 有一个系数用于加权每一个输入属性,这些属性将以连续的方式进行更新,比如 b1(t+1) = b1(t) - learning_rate * error(t) * x1(t) 列表开始的特殊系数,也被称为截距(intercept)或偏差(bias),也以类似的方式更新,atv,但因其不与特定输入值相关,所以无输入值。 b0(t+1) = b0(t) - learning_rate * error(t) 现在我们把所有东西组合在一起。coefficients_sgd() 函数正是用随机梯度下降来计算一个训练集的系数值,下面即是该函数: # Estimate linear regression coefficients using stochastic gradient descent def coefficients_sgd(train, l_rate, n_epoch): coef = [0.0 for i in range(len(train[0]))] for epoch in range(n_epoch): sum_error = 0 for row in train: yhat = predict(row, coef) error = yhat - row[-1] sum_error += error**2 coef[0] = coef[0] - l_rate * error for i in range(len(row)-1): coef[i + 1] = coef[i + 1] - l_rate * error * row[i] print('>epoch=%d, lrate=%.3f, error=%.3f' % (epoch, l_rate, sum_error)) return coef 此外,我们追踪每个 epoch 的方差(正值)总和从而在循环之后得到一个好的结果。 # Make a prediction with coefficients def predict(row, coefficients): yhat = coefficients[0] for i in range(len(row)-1): yhat += coefficients[i + 1] * row[i] return yhat # Estimate linear regression coefficients using stochastic gradient descent def coefficients_sgd(train, l_rate, n_epoch): coef = [0.0 for i in range(len(train[0]))] for epoch in range(n_epoch): sum_error = 0 for row in train: yhat = predict(row, coef) error = yhat - row[-1] sum_error += error**2 coef[0] = coef[0] - l_rate * error for i in range(len(row)-1): coef[i + 1] = coef[i + 1] - l_rate * error * row[i] print('>epoch=%d, lrate=%.3f, error=%.3f' % (epoch, l_rate, sum_error)) return coef # Calculate coefficients dataset = [[1, 1], [2, 3], [4, 3], [3, 2], [5, 5]] l_rate = 0.001 n_epoch = 50 coef = coefficients_sgd(dataset, l_rate, n_epoch) print(coef) (责任编辑:本港台直播) |