梯度下降参数学习异常排查:Python实现无法得到预期结果
梯度下降算法实现问题排查
我刚参加机器学习(ML)课程,正在用Python实现梯度下降(Gradient Descent)算法。以下sigmoid、compute_cost、compute_gradient函数测试均正常,但在实现参数学习的梯度下降主函数后,无法得到预期输出与正确参数,生成的决策边界不符合预期。现附上全部代码,请求排查错误。
def sigmoid(z): sigma = 1/(1+np.exp(-z)) return sigma def compute_cost(X, y, w, b): y_hat = sigmoid((X * np.expand_dims(w, axis=0)).sum(axis=1) + b) total_cost = (-y * np.log(y_hat) - (1-y) * np.log(1-y_hat)).mean() return total_cost def compute_gradient(X, y, w, b): z = w * X + b yhat = sigmoid(z) y1 = np.expand_dims(y, axis=1) error = yhat - y1 db = error.mean() dw_j1 = (X * error) dw_j = np.mean(dw_j1,axis=0) return dw_j, db
在构建梯度下降主函数前,我已用训练数据测试上述函数,输出结果均正确。
参数学习的梯度下降主函数
def gradient_descent(X, y, w, b, alpha, num_iters): m = len(X) J_history = [] wb_history = [] for i in range(num_iters): cost = compute_cost(X, y, w, b) dw_j, db = compute_gradient(X, y, w, b) w = w - alpha * dw_j b = b - alpha * db wb_history.append((w,b)) J_history.append(cost) if i % math.ceil(num_iters/10) == 0 or i == (num_iters-1): print(f"Iteration {i:4}: Cost {float(J_history[-1]):8.2f}") return w, b, J_history, wb_history np.random.seed(1) initial_w = 0.01 * (np.random.rand(2) - 0.5) initial_b = -8 iterations = 10000 alpha = 0.001 w, b, J_history, _ = gradient_descent(X_train ,y_train, initial_w, initial_b, alpha, iterations)
内容的提问来源于stack exchange,提问作者the-odd-hedgehog
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