CODEWITHSUNDEEP
pythonmachine-learninggradient-descent
slayer
slayer

Reputation: 449

Gradient Descent in python implementation issue

Hey I am trying to understand this algorithm for a linear hypothesis. I can't figure out if my implementation is correct or not. I think it is not correct but I can't figure out what am I missing.

theta0 = 1
theta1 = 1
alpha = 0.01
for i in range(0,le*10): 
    for j in range(0,le):
        temp0 = theta0 - alpha * (theta1 * x[j] + theta0 - y[j])
        temp1 = theta1 - alpha * (theta1 * x[j] + theta0 - y[j]) * x[j]
        theta0 = temp0 
        theta1 = temp1

print ("Values of slope and y intercept derived using gradient descent ",theta1, theta0)

It is giving me the correct answer to the 4th degree of precision. but when I compare it to other programs on the net I am getting confused by it.

Thanks in advance!

Upvotes: 0

Views: 486

Answers (1)

mforpe
mforpe

Reputation: 1589

Implementation of the Gradient Descent algorithm:

import numpy as np

cur_x = 1 # Initial value
gamma = 1e-2 # step size multiplier
precision = 1e-10
prev_step_size = cur_x

# test function
def foo_func(x):
    y = (np.sin(x) + x**2)**2
    return y

# Iteration loop until a certain error measure
# is smaller than a maximal error
while (prev_step_size > precision):
    prev_x = cur_x
    cur_x += -gamma * foo_func(prev_x)
    prev_step_size = abs(cur_x - prev_x)

print("The local minimum occurs at %f" % cur_x)

Upvotes: 1

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