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Gradient descent in python
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import numpy as np | |
X = [1, 2, 4, 3, 5] | |
y = [1, 3, 3, 2, 5] | |
alpha = 0.01 | |
B_0 = 0 | |
B_1 = 0 | |
EPOCHS = 10 | |
def predict(X_i, B_0, B_1): | |
y_i = B_0 + B_1 * X_i | |
return y_i | |
def calculate_error(X_i, y_i, B_0, B_1): | |
return predict(X_i, B_0, B_1) - y_i | |
def calculate_B_0(X_i, y_i, B_0, B_1, alpha): | |
error = calculate_error(X_i, y_i, B_0, B_1) | |
B_n = B_0 - alpha * error | |
return B_n | |
def calculate_B_1(X_i, y_i, B_0, B_1, alpha): | |
error = calculate_error(X_i, y_i, B_0, B_1) | |
B_n = B_1 - alpha * error * X_i | |
return B_n | |
for i in range(EPOCHS): | |
for i, X_i in enumerate(X): | |
y_i = y[i] | |
B_0 = calculate_B_0(X_i, y_i, B_0, B_1, alpha) | |
B_1 = calculate_B_1(X_i, y_i, B_0, B_1, alpha) | |
print(B_0, B_1) | |
# B_0 = 0.2420425534906209 | |
# B_1 = 0.8182420919125936 | |
def f(X, y): | |
y = B_0 + B_1 * X | |
return y | |
y_pred = [] | |
for i, X_i in enumerate(X): | |
pred = f(X_i, y[i]) | |
y_pred.append(pred) | |
print(pred) | |
def RMSE(X, y): | |
return np.sqrt(np.mean(np.square(X - y))) | |
print(RMSE(np.array(X), np.array(y_pred))) |
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