Reputation: 9
I am trying to implement a gradient descent algorithm to minimize the parameters of the line of best fit for a ML class. I am minimizing the cost function. Here is what I have:
Here is the data:
year dipnet days fished dipnet sockeye harvest
0 1996 10503 102821
1 1997 11023 114619
2 1998 10802 103847
3 1999 13738 149504
4 2000 12354 98262
5 2001 14772 150766
6 2002 14840 180028
7 2003 15263 223580
8 2004 18513 262831
9 2005 20977 295496
10 2006 12685 127630
11 2007 21908 291270
12 2008 20772 234109
13 2009 26171 339993
14 2010 28342 389552
15 2011 32818 537765
16 2012 34374 526992
17 2013 33193 347222
18 2014 36380 379823
and the code...
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
data = pd.read_csv("D:/Assignment 1/Exercise1/dip-har-eff.csv")
data.head()
year days fished sockeye harvest
0 1996 10503 102821
1 1997 11023 114619
2 1998 10802 103847
3 1999 13738 149504
4 2000 12354 98262
np_data = data.values
harvest = np_data[:, 2]
days = np_data[:, 1]
plt.scatter(days, harvest)
start = np.array([0,0]) #the starting values for b_0 and b_1
step = .01 #the gradient multiplier
iterations = 30 #number of iteration for the algorithm
batch_size = 3 #the batch size
X = days[0:batch_size]
Y = harvest[0:batch_size]
def del_cost(b_0, b_1):
error_x = []
error_y = []
for i in range(0, batch_size):
e = (b_1*X[i] + b_0) - Y[i]
error_x.append(e)
f = ((b_1*X[i] + b_0) - Y[i])*X[i]
error_y.append(f)
d_x = (1/batch_size)*np.sum(error_x)
d_y = (1/batch_size)*np.sum(error_y)
return np.array([d_x, d_y])
for i in range(iterations):
temp = start
start = start - step*(del_cost(temp[0], temp[1]))
print(start[0])
print(start[1])
The output is...
1070.95666667
11550431.6467
-1244672383.04
-1.3417834015e+13
1.44590456124e+15
1.55871598694e+19
-1.67967091608e+21
-1.81072110836e+25
1.9512314035e+27
2.10346911158e+31
-2.26669638292e+33
-2.44354709455e+37
2.63316410506e+39
2.83860712307e+43
-3.05888042899e+45
-3.29753840927e+49
3.55342436154e+51
3.83066732703e+55
-4.12792359372e+57
-4.44998976483e+61
4.79530488393e+63
5.16944104421e+67
-5.57058492188e+69
-6.00520947728e+73
6.47120821783e+75
6.97610061854e+79
-7.51743962004e+81
-8.10396040706e+85
8.73282029238e+87
9.41416672011e+91
-1.01446974121e+94
-1.09362003986e+98
1.17848395063e+100
1.27043085931e+104
-1.36901512729e+106
-1.47582753557e+110
1.590350397e+112
1.7144316818e+116
-1.84747000587e+118
-1.99161210964e+122
2.14615938035e+124
2.31360563233e+128
-2.4931393047e+130
-2.68765739877e+134
2.8962171447e+136
3.12218391597e+140
-3.36446252059e+142
-3.62696242817e+146
3.90841138178e+148
4.21335091378e+152
-4.54030307537e+154
-4.89454365031e+158
5.27435574267e+160
5.68586809762e+164
-6.12708624038e+166
-6.60512977987e+170
7.11768178497e+172
7.67301292606e+176
-8.26843168262e+178
-8.91354588413e+182
I don't know why the parameters are 1) growing and not settling towards the mins, and 2) alternating signs each time. I have checked the calculations by hand for the first couple of iterations and they were correct. I can't figure out what is wrong, please help!!
Upvotes: 0
Views: 549
Reputation: 248
Scaling the data could also help.You can use scikit learn for that.
Also, reduce the step size and see.
Upvotes: 0
Reputation: 1
Your step parameter is too large. You need to decrease it a lot. Try values like 0.001 or 0.0001
Upvotes: 0