Reputation:
I am trying to implement the gradient descent algorithm in Andrew Ng's ML course. After reading in the data, I try to implement the following, updating my list of theta values 1000 times, with the expectation of some convergence.
The algorithm in question is gradientDescent
. I know that typically a cause of this problem is that alpha can be too large, but when I change alpha by a factor of n
for example, my results change by a factor of n
. The same happens when I change iterations
by a factor of n
. I want to say this could be to do with haskell's laziness, but I'm completely unsure. Any help would be appreciated.
module LR1V where
import qualified Data.Matrix as M
import System.IO
import Data.List.Split
import qualified Data.Vector as V
main :: IO ()
main = do
contents <- getContents
let lns = lines contents :: [String]
entries = map (splitOn ",") lns :: [[String]]
mbPoints = mapM readPoints entries :: Maybe [[Double]]
case mbPoints of
Just points -> runData points
_ -> putStrLn "Error: it is possible the file is incorrectly formatted"
readPoints :: [String] -> Maybe [Double]
readPoints dat@(x:y:_) = return $ map read dat
readPoints _ = Nothing
runData :: [[Double]] -> IO ()
runData pts = do
let (mxs,ys) = runPoints pts
c = M.ncols mxs
m = M.nrows mxs
thetas = M.zero 1 (M.ncols mxs)
alpha = 0.01
iterations = 1000
results = gradientDescent mxs ys thetas alpha m c iterations
print results
runPoints :: [[Double]] -> (M.Matrix Double, [Double])
runPoints pts = (xs, ys) where
xs = M.fromLists $ addX0 $ map init pts
ys = map last pts
-- X0 will always be 1
addX0 :: [[Double]] -> [[Double]]
addX0 = map (1.0 :)
-- theta is 1xn and x is nx1, where n is the amount of features
-- so it is safe to assume a scalar results from the multiplication
hypothesis :: M.Matrix Double -> M.Matrix Double -> Double
hypothesis thetas x =
M.getElem 1 1 (M.multStd thetas x)
gradientDescent :: M.Matrix Double
-> [Double]
-> M.Matrix Double
-> Double
-> Int
-> Int
-> Int
-> [Double]
gradientDescent mxs ys thetas alpha m n it =
let x i = M.colVector $ M.getRow i mxs
y i = ys !! (i-1)
h i = hypothesis thetas (x i)
thL = zip [1..] $ M.toList thetas :: [(Int, Double)]
z i j = ((h i) - (y i))*(M.getElem i j $ mxs)
sumSquares j = sum [z i j | i <- [1..m]]
thetaJ t j = t - ((alpha * (1/ (fromIntegral m))) * (sumSquares j))
result = map snd $ foldl (\ts _ -> [(j,thetaJ t j) | (j,t) <- ts]) thL [1..it] in
result
and the data...
6.1101,17.592
5.5277,9.1302
8.5186,13.662
7.0032,11.854
5.8598,6.8233
8.3829,11.886
7.4764,4.3483
8.5781,12
6.4862,6.5987
5.0546,3.8166
5.7107,3.2522
14.164,15.505
5.734,3.1551
8.4084,7.2258
5.6407,0.71618
5.3794,3.5129
6.3654,5.3048
5.1301,0.56077
6.4296,3.6518
7.0708,5.3893
6.1891,3.1386
20.27,21.767
5.4901,4.263
6.3261,5.1875
5.5649,3.0825
18.945,22.638
12.828,13.501
10.957,7.0467
13.176,14.692
22.203,24.147
5.2524,-1.22
6.5894,5.9966
9.2482,12.134
5.8918,1.8495
8.2111,6.5426
7.9334,4.5623
8.0959,4.1164
5.6063,3.3928
12.836,10.117
6.3534,5.4974
5.4069,0.55657
6.8825,3.9115
11.708,5.3854
5.7737,2.4406
7.8247,6.7318
7.0931,1.0463
5.0702,5.1337
5.8014,1.844
11.7,8.0043
5.5416,1.0179
7.5402,6.7504
5.3077,1.8396
7.4239,4.2885
7.6031,4.9981
6.3328,1.4233
6.3589,-1.4211
6.2742,2.4756
5.6397,4.6042
9.3102,3.9624
9.4536,5.4141
8.8254,5.1694
5.1793,-0.74279
21.279,17.929
14.908,12.054
18.959,17.054
7.2182,4.8852
8.2951,5.7442
10.236,7.7754
5.4994,1.0173
20.341,20.992
10.136,6.6799
7.3345,4.0259
6.0062,1.2784
7.2259,3.3411
5.0269,-2.6807
6.5479,0.29678
7.5386,3.8845
5.0365,5.7014
10.274,6.7526
5.1077,2.0576
5.7292,0.47953
5.1884,0.20421
6.3557,0.67861
9.7687,7.5435
6.5159,5.3436
8.5172,4.2415
9.1802,6.7981
6.002,0.92695
5.5204,0.152
5.0594,2.8214
5.7077,1.8451
7.6366,4.2959
5.8707,7.2029
5.3054,1.9869
8.2934,0.14454
13.394,9.0551
5.4369,0.61705
When alpha
is 0.01
, my thetas evaluate to [58.39135051546406,653.2884974555699]
. When alpha
is 0.001
my values become [5.839135051546473,65.32884974555617]
. When iterations
is changed to 10,000 my values return to what they were before.
Upvotes: 4
Views: 234
Reputation:
It appears that with each run of updating theta values, the approximation function h(x)
was using the initial theta
vector each time, rather than the updated vector. Now, I get an alright approximation of my theta values. However, increasing the number of iterations by a large factor changes my results in an odd way.
Upvotes: 0