Created
September 26, 2019 19:29
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Line Search Gradient Descent
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def do_line_search_gradient_descent(): | |
w, b, etas, max_epochs = init_w, init_b, [0.1, 0.5, 1.0, 5.0, 10.0], 100 | |
for i in range(max_epochs): | |
dw, db = 0, 0 | |
for x,y in zip(X,Y): | |
dw += grad_w(w, b, x, y) | |
db += grad_b(w, b, x, y) | |
min_error = 100000 #some large value | |
best_w, best_b = w, b | |
for eta in etas: | |
w = w - eta * dw | |
b = b - eta * db | |
if error(tmp_w, tmp_b) < min_error: | |
best_w = tmp_w | |
best_b = tmp_b | |
min_error = error(tmp_w, tmp_b) | |
w, b = best_w, best_b |
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