Curve fitting with gradient descent - python

I wrote some code that performs gradient descent on a couple of data points.
For some reason the curve is not converging correctly, but I have no idea why that is. I always end up with an exploding tail.
Am I doing one of the computations wrong? Am I actually getting stuck in a local minimum or is it something else?
Here is my code:
import numpy as np
import matplotlib.pyplot as plt
def estimate(weights, x, order):
est = 0
for i in range(order):
est += weights[i] * x ** i
return est
def cost_function(x, y, weights, m):
cost = 0
for i in range(m-1):
cost += (((weights[i] * x ** i) - y) ** 2)
return (np.sum(cost ** 2) / ( 2 * m ))
def descent(A, b, iterations, descent_rate, order):
x = A.T[0]
y = b.reshape(4)
# features
ones = np.vstack(np.ones(len(A)))
x = np.vstack(A.T[0])
x2 = np.vstack(A.T[0] ** 2)
# Our feature matrix
features = np.concatenate((ones,x,x2), axis = 1).T
# Initialize our coefficients to zero
weights = np.zeros(order + 1)
m = len(y)
# gradient descent
for i in range(iterations):
est = estimate(weights, x, order).T
difference = est - y
weights = weights + (-descent_rate * (1/m) * np.matmul(difference, features.T)[0])
cost = cost_function(x, y, weights, m)
print(cost)
plt.scatter(x,y)
u = np.linspace(0,3,100)
plt.plot(u, (u ** 2) * weights[2] + u * weights[1] + weights[0], '-')
plt.show()
A = np.array(((0,1),
(1,1),
(2,1),
(3,1)))
b = np.array((1,2,0,3), ndmin = 2 ).T
iterations = 150
descent_rate = 0.01
order = 2
descent(A, b, iterations, descent_rate, order)
I would like to avoid getting stuck in such a minimum. I have attempted setting the initial weights to random values but to no avail, sometimes it dips a bit more but then gives me the same behaviour again.
Here is the one of the plots that I am getting:
And here is the expected result obtained by a least squares solution:

Your estimate function should be
def estimate(weights, x, order):
est = 0
for i in range(order+1):
est += weights[i] * x ** i
return est
Better yet, since the order information is already present in the size of the weights vector, remove the redundancy with:
def estimate(weights, x):
est = 0
for i in range(len(weights)):
est += weights[i] * x ** i
return est
This is what I got when using your code and running 2000 iterations:

Related

Error in implementation of Crank-Nicolson method applied to 1D TDSE?

This is more of a computational physics problem, and I've asked it on physics stack exchange, but no answers on there. This is, I suppose, a mix of the disciplines on here and there (and maybe even mathematics stack exchange), so finding the right place to post is a task in of itself apparently...
I'm attempting to use Crank-Nicolson scheme to solve the TDSE in 1D. The initial wave is a real Gaussian that has been normalised wrt its probability density. As the solution evolves, a depression grows in the central peak of the real part of the wave, and the imaginary part's central trough is perhaps a bit higher than I expect (image below).
Does this behaviour seem reasonable? I have searched around and not seen questions/figures that are similar. I've tested another person's code from Github and it exhibits the same behaviour, which makes me feel a bit better. But I still think the center peak should just decrease in height and increase in width. The likelihood of me getting a physics-based explanation is relatively low here I'd assume, but a computational-based explanation on errors I may have made is more likely.
I'm happy to give more information, for example my code, or the matrices used in the scheme, etc. Thanks in advance!
Here's a link to GIF of time evolution:
And the part of my code relevant to solving the 1D TDSE:
(pretty much the entire thing except the plotting)
import numpy as np
import matplotlib.pyplot as plt
from matplotlib.animation import FuncAnimation
# Define function for norm.
def normf(dxc, uc, ic):
return sum(dxc * np.square(np.abs(uc[ic, :])))
# Define function for expectation value of position.
def xexpf(dxc, xc, uc, ic):
return sum(dxc * xc * np.square(np.abs(uc[ic, :])))
# Define function for expectation value of squared position.
def xexpsf(dxc, xc, uc, ic):
return sum(dxc * np.square(xc) * np.square(np.abs(uc[ic, :])))
# Define function for standard deviation.
def sdaf(xexpc, xexpsc, ic):
return np.sqrt(xexpsc[ic] - np.square(xexpc[ic]))
# Time t: t0 =< t =< tf. Have N steps at which to evaluate the CN scheme. The
# time interval is dt. decp: variable for plotting to certain number of decimal
# places.
t0 = 0
tf = 20
N = 200
dt = tf / N
t = np.linspace(t0, tf, num = N + 1, endpoint = True)
decp = str(dt)[::-1].find('.')
# Initialise array for filling with norm values at each time step.
norm = np.zeros(len(t))
# Initialise array for expectation value of position.
xexp = np.zeros(len(t))
# Initialise array for expectation value of squared position.
xexps = np.zeros(len(t))
# Initialise array for alternate standard deviation.
sda = np.zeros(len(t))
# Position x: -a =< x =< a. M is an even number. There are M + 1 total discrete
# positions, for the points to be symmetric and centred at x = 0.
a = 100
M = 1200
dx = (2 * a) / M
x = np.linspace(-a, a, num = M + 1, endpoint = True)
# The gaussian function u diffuses over time. sd sets the width of gaussian. u0
# is the initial gaussian at t0.
sd = 1
var = np.power(sd, 2)
mu = 0
u0 = np.sqrt(1 / np.sqrt(np.pi * var)) * np.exp(-np.power(x - mu, 2) / (2 * \
var))
u = np.zeros([len(t), len(x)], dtype = 'complex_')
u[0, :] = u0
# Normalise u.
u[0, :] = u[0, :] / np.sqrt(normf(dx, u, 0))
# Set coefficients of CN scheme.
alpha = dt * -1j / (4 * np.power(dx, 2))
beta = dt * 1j / (4 * np.power(dx, 2))
# Tridiagonal matrices Al and AR. Al to be solved using Thomas algorithm.
Al = np.zeros([len(x), len(x)], dtype = 'complex_')
for i in range (0, M):
Al[i + 1, i] = alpha
Al[i, i] = 1 - (2 * alpha)
Al[i, i + 1] = alpha
# Corner elements for BC's.
Al[M, M], Al[0, 0] = 1 - alpha, 1 - alpha
Ar = np.zeros([len(x), len(x)], dtype = 'complex_')
for i in range (0, M):
Ar[i + 1, i] = beta
Ar[i, i] = 1 - (2 * beta)
Ar[i, i + 1] = beta
# Corner elements for BC's.
Ar[M, M], Ar[0, 0] = 1 - 2*beta, 1 - beta
# Thomas algorithm variables. Following similar naming as in Wiki article.
a = np.diag(Al, -1)
b = np.diag(Al)
c = np.diag(Al, 1)
NT = len(b)
cp = np.zeros(NT - 1, dtype = 'complex_')
for n in range(0, NT - 1):
if n == 0:
cp[n] = c[n] / b[n]
else:
cp[n] = c[n] / (b[n] - (a[n - 1] * cp[n - 1]))
d = np.zeros(NT, dtype = 'complex_')
dp = np.zeros(NT, dtype = 'complex_')
# Iterate over each time step to solve CN method. Maintain boundary
# conditions. Keep track of standard deviation.
for i in range(0, N):
# BC's.
u[i, 0], u[i, M] = 0, 0
# Find RHS.
d = np.dot(Ar, u[i, :])
for n in range(0, NT):
if n == 0:
dp[n] = d[n] / b[n]
else:
dp[n] = (d[n] - (a[n - 1] * dp[n - 1])) / (b[n] - (a[n - 1] * \
cp[n - 1]))
nc = NT - 1
while nc > -1:
if nc == NT - 1:
u[i + 1, nc] = dp[nc]
nc -= 1
else:
u[i + 1, nc] = dp[nc] - (cp[nc] * u[i + 1, nc + 1])
nc -= 1
norm[i] = normf(dx, u, i)
xexp[i] = xexpf(dx, x, u, i)
xexps[i] = xexpsf(dx, x, u, i)
sda[i] = sdaf(xexp, xexps, i)
# Fill in final norm value.
norm[N] = normf(dx, u, N)
# Fill in final position expectation value.
xexp[N] = xexpf(dx, x, u, N)
# Fill in final squared position expectation value.
xexps[N] = xexpsf(dx, x, u, N)
# Fill in final standard deviation value.
sda[N] = sdaf(xexp, xexps, N)

Implementation of backpropagation in Python

I'm following the Andrew-Ng course on Machine Learning and I'm currently doing the week 5 exercise.
I've found myself stuck on the implementation of the backpropagation algorithm, due to the fact that the relative difference, compared to numerical gradient, is very high (order of 1e-1), but I can't find any error within my implementation, so I'm gently asking if someone could take a look at it and explain what I did wrong.
Forward propagation:
def forward_propagation(thetas, X, history=False):
activation_arr = []
a = X # X is the array of the first activation values
for k in range(0, len(thetas)):
a = add_intercept(a) # add the bias unit
a = sigmoid(a # thetas[k].T)
if history:
activation_arr.append(a)
return activation_arr if history else a
Backpropagation:
def gradient_nn(thetas, X, y, num_labels, reg_lambda=None):
n_examples = X.shape[0]
Y = np.zeros(( # creates a n_examples X num_labels matrix
n_examples, # n of examples
num_labels
))
for i in range(n_examples):
Y[i, y[i, 0]] = 1 # the index corresponding to the correct label for each row has value = 1
# add intercepted X to the activation array
activation_arr = [add_intercept(X)] + forward_propagation(thetas, X, history=True)
sigma = [activation_arr[-1] - Y] # sigma^L = a^L - y
delta = [sigma[-1].T # activation_arr[-2]] # find delta for the first row
thetas_grad = []
# Calculate sigma and delta
for idx in range(1, len(thetas)): # skip last iteration
sigma = [
(sigma[0] # thetas[-idx][:, 1:]) * partial_derivative(activation_arr[-1-idx])
] + sigma
delta = [
sigma[0].T # activation_arr[-2-idx]
] + delta
return [np.sum(d) / n_examples for d in thetas_grad]
Partial derivative:
def partial_derivative(a):
return a * (1 - a) # element wise multiplication
Numerical gradient:
def compute_numerical_gradient(cost_function, thetas):
# Unroll parameters
nn_params = unroll_thetas(thetas)
num_grad = np.zeros(nn_params.shape)
perturb = np.zeros(nn_params.shape)
shapes = [theta.shape for theta in thetas]
epsilon = 1e-4 # not the one of random initialization
for p in range(nn_params.shape[0]):
# Set perturbation vector
perturb[p] = epsilon
minus_theta = nn_params - perturb
plus_theta = nn_params + perturb
# --- Roll params back in order to use the cost function ---
minus_theta = roll_thetas(minus_theta, shapes)
plus_theta = roll_thetas(plus_theta, shapes)
# calculate the loss of the cost function
minus_loss = cost_function(minus_theta)
plus_loss = cost_function(plus_theta)
# Compute Numerical Gradient
num_grad[p] = (plus_loss - minus_loss) / (2 * epsilon)
perturb[p] = 0
num_grad = roll_thetas(num_grad, shapes)
return [np.sum(num_g) for num_g in num_grad]
Cost function:
def J_nn(num_labels, reg_lambda=None):
def non_reg_func(thetas, X, y):
n_examples = X.shape[0]
Y = np.zeros(( # creates a n_examples X num_labels matrix
n_examples, # n of examples
num_labels
))
for i in range(n_examples):
Y[i, y[i, 0]] = 1 # the index corresponding to the correct label for each row has value = 1
prediction = forward_propagation(thetas, X)
return np.sum(np.sum(-Y * np.log(prediction) - (1 - Y) * np.log(1 - prediction))) / n_examples
if reg_lambda is None:
func = non_reg_func
else: # regularization
def func(thetas, X, y):
cost = non_reg_func(thetas, X, y)
for theta in thetas: # regularize for every layer
theta = theta[1:] # remove bias unit
cost = cost + (reg_lambda / (2 * y.shape[0])) * np.sum(np.sum(theta[:, ] ** 2))
return cost
return func
Checking backpropagation with numerical gradient:
def check_nn_gradients(reg_lambda=None):
"""
Creates a small neural network (max 8 x 8 x 7 x 8) and checks that
the implementation of the backpropagation algorithm is good
"""
#n_examples, sizes = random.randint(5, 10), [random.randint(2, 8), random.randint(2, 8), random.randint(1, 8)]
n_examples, sizes = 5, [8, 8, 5, 4]
n_labels = sizes[-1] # Last size is equal to the number of labels
init_epsilon = 0.0001
thetas = random_init_thetas(sizes, init_epsilon)
X = np.array(
random_init_thetas([sizes[0]-1, n_examples], init_epsilon)
).squeeze() # We squeeze it because random_init_thetas returns a 3D array, but we want X to be 2D
y = np.array([random.randint(0, n_labels-1) for _ in X])
y = y[:, np.newaxis]
inner_cost = lambda _thetas: J_nn(n_labels, reg_lambda)(_thetas, X, y)
gradients = gradient_nn(thetas, X, y, n_labels, 0)
unrolled_gradients = unroll_thetas(gradients)
print(unrolled_gradients)
# finite difference method
grad_checking_epsilon = 1e-4
num_grad = compute_numerical_gradient(inner_cost, thetas)
unrolled_num_grad = unroll_thetas(num_grad)
print(unrolled_num_grad)
return diff = np.linalg.norm(unrolled_num_grad - unrolled_gradients) / np.linalg.norm(unrolled_num_grad + unrolled_gradients)

use Theano to get the w_0 and w_1 parameters

I have a problem where i have to Create a dataset ,
Afterwards,I have to use Theano to get the w_0 and w_1 parameters of the following model:
y = log(1 + w_0 * |x|) + (w_1 * |x|)
the datasets are created and i have computed the w_0 and w_1 values but with numpy using the following code but I have studied throughly but don't know how to compute w_0 and w_1 values with theano .. how can I compute these using theano?
It will be great help thankyou :)
code that i am using :
import numpy as np
import math
import theano as t
#code to generate datasets
trX = np.linspace(-1, 1, 101)
trY = np.linspace(-1, 1, 101)
for i in range(len(trY)):
trY[i] = math.log(1 + 0.5 * abs(trX[i])) + trX[i] / 3 + np.random.randn() * 0.033
#code that produce w0 w1 and i want to compute it with theano
X = np.column_stack((np.ones(101, dtype=trX.dtype), trX))
print(X.shape)
Xplus = np.linalg.pinv(X) #pseudo-inverse of X
w_opt = Xplus # trY #The # symbol denotes matrix multiplication
print(w_opt)
x = abs(trX) #abs is a built in function to return positive values in a array
y= trY
for i in range(len(trX)):
y[i] = math.log(1 + w_opt[0] * x[i]) + (w_opt[1] * x[i])
Good morning Hina Malik,
Using the gradient descent algorithm and with the right model selection, this problem should be solved. also, you should create 2 shared variables (w & c) one for each parameter.
X = T.scalar()
Y = T.scalar()
def model(X, w, c):
return X * w + c
w = theano.shared(np.asarray(0., dtype = theano.config.floatX))
c = theano.shared(np.asarray(0., dtype = theano.config.floatX))
y = model(X, w, c)
learning_rate=0.01
cost = T.mean(T.sqr(y - Y))
gradient_w = T.grad(cost = cost, wrt = w)
gradient_c = T.grad(cost = cost, wrt = c)
updates = [[w, w - gradient_w * learning_rate], [c, c - gradient_c * learning_rate]]
train = theano.function(inputs = [X, Y], outputs = cost, updates = updates)
coste=[] #Variable para almacenar los datos de coste para poder representarlos gráficamente
for i in range(101):
for x, y in zip(trX, trY):
cost_i = train(x, y)
coste.append(cost_i)
w0=float(w.get_value())
w1=float(c.get_value())
print(w0,w1)
I replied also to the same or very similar topic in the 'Spanish' version of StackOverFlow here: go to solution
I hope this can help you
Best regards

Regularized Logistic Regression in Python (Andrew ng Course)

I'm starting the ML journey and I'm having troubles with this coding exercise
here is my code
import numpy as np
import pandas as pd
import scipy.optimize as op
# Read the data and give it labels
data = pd.read_csv('ex2data2.txt', header=None, name['Test1', 'Test2', 'Accepted'])
# Separate the features to make it fit into the mapFeature function
X1 = data['Test1'].values.T
X2 = data['Test2'].values.T
# This function makes more features (degree)
def mapFeature(x1, x2):
degree = 6
out = np.ones((x1.shape[0], sum(range(degree + 2))))
curr_column = 1
for i in range(1, degree + 1):
for j in range(i+1):
out[:,curr_column] = np.power(x1, i-j) * np.power(x2, j)
curr_column += 1
return out
# Separate the data into training and target, also initialize theta
X = mapFeature(X1, X2)
y = np.matrix(data['Accepted'].values).T
m, n = X.shape
cols = X.shape[1]
theta = np.matrix(np.zeros(cols))
#Initialize the learningRate(sigma)
learningRate = 1
# Define the Sigmoid Function (Output between 0 and 1)
def sigmoid(z):
return 1 / (1 + np.exp(-z))
def cost(theta, X, y, learningRate):
# This is require to make the optimize function work
theta = theta.reshape(-1, 1)
error = sigmoid(X # theta)
first = np.multiply(-y, np.log(error))
second = np.multiply(1 - y, np.log(1 - error))
j = np.sum((first - second)) / m + (learningRate * np.sum(np.power(theta, 2)) / 2 * m)
return j
# Define the gradient of the cost function
def gradient(theta, X, y, learningRate):
# This is require to make the optimize function work
theta = theta.reshape(-1, 1)
error = sigmoid(X # theta)
grad = (X.T # (error - y)) / m + ((learningRate * theta) / m)
grad_no = (X.T # (error - y)) / m
grad[0] = grad_no[0]
return grad
Result = op.minimize(fun=cost, x0=theta, args=(X, y, learningRate), method='TNC', jac=gradient)
opt_theta = np.matrix(Result.x)
def predict(theta, X):
sigValue = sigmoid(X # theta.T)
p = sigValue >= 0.5
return p
p = predict(opt_theta, X)
print('Train Accuracy: {:f}'.format(np.mean(p == y) * 100))
So, when the learningRate = 1, the accuracy should be around 83,05% but I'm getting 80.5% and when the learningRate = 0, the accuracy should be 91.52% but I'm getting 87.28%
So the question is What am I doing wrong? Why my accuracy is below the problem default answer?
Hope someone can guide me in the right direction. Thanks!
P.D: Here is the dataset, maybe it can help
https://raw.githubusercontent.com/TheGirlWhiteWithBandages/Machine-Learning-Algorithms/master/Logistic%20Regression/ex2data2.txt
Hey guys I found a way to make it even better!
Here is the code
import numpy as np
import pandas as pd
import scipy.optimize as op
from sklearn.preprocessing import PolynomialFeatures
# Read the data and give it labels
data = pd.read_csv('ex2data2.txt', header=None, names=['Test1', 'Test2', 'Accepted'])
# Separate the data into training and target
X = (data.iloc[:, 0:2]).values
y = (data.iloc[:, 2:3]).values
# Modify the features to a certain degree (Polynomial)
poly = PolynomialFeatures(6)
m = y.size
XX = poly.fit_transform(data.iloc[:, 0:2].values)
# Initialize Theta
theta = np.zeros(XX.shape[1])
# Define the Sigmoid Function (Output between 0 and 1)
def sigmoid(z):
return(1 / (1 + np.exp(-z)))
# Define the Regularized cost function
def costFunctionReg(theta, reg, *args):
# This is require to make the optimize function work
h = sigmoid(XX # theta)
first = np.log(h).T # - y
second = np.log(1 - h).T # (1 - y)
J = (1 / m) * (first - second) + (reg / (2 * m)) * np.sum(np.square(theta[1:]))
return J
# Define the Regularized gradient function
def gradientReg(theta, reg, *args):
theta = theta.reshape(-1, 1)
h = sigmoid(XX # theta)
grad = (1 / m) * (XX.T # (h - y)) + (reg / m) * np.r_[[[0]], theta[1:]]
return grad.flatten()
# Define the predict Function
def predict(theta, X):
sigValue = sigmoid(X # theta.T)
p = sigValue >= 0.5
return p
# A loop to test between different values for sigma (reg parameter)
for i, Sigma in enumerate([0, 1, 100]):
# Optimize costFunctionReg
res2 = op.minimize(costFunctionReg, theta, args=(Sigma, XX, y), method=None, jac=gradientReg)
# Get the accuracy of the model
accuracy = 100 * sum(predict(res2.x, XX) == y.ravel()) / y.size
# Get the Error between different weights
error1 = costFunctionReg(res2.x, Sigma, XX, y)
# print the accuracy and error
print('Train accuracy {}% with Lambda = {}'.format(np.round(accuracy, decimals=4), Sigma))
print(error1)
Thanks for all your help!
try out this:
# import library
import pandas as pd
import numpy as np
dataset = pd.read_csv('ex2data2.csv',names = ['Test #1','Test #2','Accepted'])
# splitting to x and y variables for features and target variable
x = dataset.iloc[:,:-1].values
y = dataset.iloc[:,-1].values
print('x[0] ={}, y[0] ={}'.format(x[0],y[0]))
m, n = x.shape
print('#{} Number of training samples, #{} features per sample'.format(m,n))
# import library FeatureMapping
from sklearn.preprocessing import PolynomialFeatures
# We also add one column of ones to interpret theta 0 (x with power of 0 = 1) by
include_bias as True
pf = PolynomialFeatures(degree = 6, include_bias = True)
x_poly = pf.fit_transform(x)
pd.DataFrame(x_poly).head(5)
m,n = x_poly.shape
# define theta as zero
theta = np.zeros(n)
# define hyperparameter λ
lambda_ = 1
# reshape (-1,1) because we just have one feature in y column
y = y.reshape(-1,1)
def sigmoid(z):
return 1/(1+np.exp(-z))
def lr_hypothesis(x,theta):
return np.dot(x,theta)
def compute_cost(theta,x,y,lambda_):
theta = theta.reshape(n,1)
infunc1 = -y*(np.log(sigmoid(lr_hypothesis(x,theta)))) - ((1-y)*(np.log(1 - sigmoid(lr_hypothesis(x,theta)))))
infunc2 = (lambda_*np.sum(theta[1:]**2))/(2*m)
j = np.sum(infunc1)/m+ infunc2
return j
# gradient[0] correspond to gradient for theta(0)
# gradient[1:] correspond to gradient for theta(j) j>0
def compute_gradient(theta,x,y,lambda_):
gradient = np.zeros(n).reshape(n,)
theta = theta.reshape(n,1)
infunc1 = sigmoid(lr_hypothesis(x,theta))-y
gradient_in = np.dot(x.transpose(),infunc1)/m
gradient[0] = gradient_in[0,0] # theta(0)
gradient[1:] = gradient_in[1:,0]+(lambda_*theta[1:,]/m).reshape(n-1,) # theta(j) ; j>0
gradient = gradient.flatten()
return gradient
You can now test your cost and gradient without optimization. Th below code will optimize the model:
# hyperparameters
m,n = x_poly.shape
# define theta as zero
theta = np.zeros(n)
# define hyperparameter λ
lambda_array = [0, 1, 10, 100]
import scipy.optimize as opt
for i in range(0,len(lambda_array)):
# Train
print('======================================== Iteration {} ===================================='.format(i))
optimized = opt.minimize(fun = compute_cost, x0 = theta, args = (x_poly, y,lambda_array[i]),
method = 'TNC', jac = compute_gradient)
new_theta = optimized.x
# Prediction
y_pred_train = predictor(x_poly,new_theta)
cm_train = confusion_matrix(y,y_pred_train)
t_train,f_train,acc_train = acc(cm_train)
print('With lambda = {}, {} correct, {} wrong ==========> accuracy = {}%'
.format(lambda_array[i],t_train,f_train,acc_train*100))
Now you should see output like this :
=== Iteration 0 === With lambda = 0, 104 correct, 14 wrong ==========> accuracy = 88.13559322033898%
=== Iteration 1 === With lambda = 1, 98 correct, 20 wrong ==========> accuracy = 83.05084745762711%
=== Iteration 2 === With lambda = 10, 88 correct, 30 wrong ==========> accuracy = 74.57627118644068%
=== Iteration 3 === With lambda = 100, 72 correct, 46 wrong ==========> accuracy = 61.016949152542374%

Multi-Variable Gradient Descent using Numpy - Error in no. of coefficients

For the past few days, I have been trying to code this application of Gradient Descent for my final-year project in Mechanical Engineering. https://drive.google.com/open?id=1tIGqZ2Lb0sN4GEpgYEZLFvtmhigXnot0 The HTML file is attached above. Just download the file, and if you see the results. There are only 3 values in theta, whereas x has 3 independent variables. So it should have 4 values in theta.
The code is as follows. For the result, it is theta [-0.03312393 0.94409351 0.99853041]
import numpy as np
import random
import pandas as pd
def gradientDescent(x, y, theta, alpha, m, numIterations):
xTrans = x.transpose()
for i in range(0, numIterations):
hypothesis = np.dot(x, theta)
loss = hypothesis - y
# avg cost per example (the 2 in 2*m doesn't really matter here.
# But to be consistent with the gradient, I include it)
cost = np.sum(loss ** 2) / (2 * m)
print("Iteration %d | Cost: %f" % (i, cost))
# avg gradient per example
gradient = np.dot(xTrans, loss) / m
# update
theta = theta - alpha * gradient
return theta
df = pd.read_csv(r'C:\Users\WELCOME\Desktop\FinalYearPaper\ConferencePaper\NewTrain.csv', 'rU', delimiter=",",header=None)
x = df.loc[:,'0':'2']
y = df[3]
print (x)
m, n = np.shape(x)
numIterations= 200
alpha = 0.000001
theta = np.ones(n)
theta = gradientDescent(x, y, theta, alpha, m, numIterations)
print(theta)

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