线性回归
- 我们可以通过测量损耗来衡量线路的适合程度。
- 线性回归的目标是最小化损失。
- 为了找到最佳拟合线,我们尝试找到最小化损失的
b
值(截距)和m
值(斜率)。 - 收敛是指参数在每次迭代时停止变化时的参数
- 学习率是指每次迭代时参数的变化程度。
- 我们可以使用Scikit-learn的
LinearRegression()
模型对一组点进行线性回归。
Scikit-Learn库
line_fitter = LinearRegression() 创建模型
line_fitter.fit(temperature, sales) 传入参数
sales_predict = line_fitter.predict(temperature) 预测模型
import codecademylib3_seaborn
from sklearn.linear_model import LinearRegression
import matplotlib.pyplot as plt
import numpy as np
temperature = np.array(range(60, 100, 2))
temperature = temperature.reshape(-1, 1)
sales = [65, 58, 46, 45, 44, 42, 40, 40, 36, 38, 38, 28, 30, 22, 27, 25, 25, 20, 15, 5]
line_fitter = LinearRegression()
line_fitter.fit(temperature, sales)
sales_predict = line_fitter.predict(temperature)
plt.plot(temperature, sales, 'o')
plt.plot(temperature,sales_predict)
plt.show()
原理
预测直线 直线上会有loss
import codecademylib3_seaborn
import matplotlib.pyplot as plt
months = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12]
revenue = [52, 74, 79, 95, 115, 110, 129, 126, 147, 146, 156, 184]
#slope:
m = 12
#intercept:
b = 35
plt.plot(months, revenue, "o")
y = [m*month + b for month in months]
plt.plot(months,y)
plt.show()
LOSS
计算loss时 要使用平方距离 如下图 A的loss是 9(3^2) B的loss是1(1^2)
总loss=10 如果发现一条线路使loss小于10 那么这条线路会成为更好的线路
for i in range(len(y)):
total_loss+=(y_predicted[i]-y[i])**2
减少loss
grandient descent 梯度下降
找到一点斜率向下的方向说明可以减少损失,所以应该渐变向下
公式
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N
is the number of points we have in our datasetm
is the current gradient guess 斜率b
is the current intercept guess 截距
找到当截距=b时的梯度的函数
def get_gradient_at_b(x,y,m,b):
diff=0
for i in range(len(x)):
diff+=(y[i]-(m*x[i]+b))
b_gradient=diff*(-2)/len(x)
return b_gradient
公式
N
is the number of points we have in our datasetm
is the current gradient guess 斜率b
is the current intercept guess 截距
找到当斜率=m时的梯度的函数
def get_gradient_at_m(x, y, m, b):
diff = 0
N = len(x)
for i in len(x):
diff += x[i]*(y[i]-(m*x[i]+b))
m_gradient = -2/N * diff
return m_gradient
得到合适的梯度
def get_gradient_at_b(x, y, b, m):
N = len(x)
diff = 0
for i in range(N):
x_val = x[i]
y_val = y[i]
diff += (y_val - ((m * x_val) + b))
b_gradient = -(2/N) * diff
return b_gradient
def get_gradient_at_m(x, y, b, m):
N = len(x)
diff = 0
for i in range(N):
x_val = x[i]
y_val = y[i]
diff += x_val * (y_val - ((m * x_val) + b))
m_gradient = -(2/N) * diff
return m_gradient
#Your step_gradient function here
def step_gradient(x, y, b_current, m_current):
b_gradient = get_gradient_at_b(x, y, b_current, m_current)
m_gradient = get_gradient_at_m(x, y, b_current, m_current)
b = b_current - (0.01 * b_gradient)
m = m_current - (0.01 * m_gradient)
return [b, m]
months = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12]
revenue = [52, 74, 79, 95, 115, 110, 129, 126, 147, 146, 156, 184]
# current intercept guess:
b = 0
# current slope guess:
m = 0
b, m = step_gradient(months, revenue, b, m)
print(b, m)