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Multivariable linear regression
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# -*- coding: utf-8 -*- | |
""" | |
MIT License | |
Created on Wed Feb 11 13:05:36 2015 | |
@author: xevaquor | |
""" | |
import numpy as np | |
TrainingData = np.array([ | |
[1.,1. ,4.5], | |
[1.,1. ,3. ], | |
[1.,1. ,4. ], | |
[1.,2. ,3.5], | |
[1.,2. ,5. ], | |
[1.,2. ,3. ], | |
[1.,3. ,3. ], | |
[1.,3. ,4.5], | |
[1.,3. ,4. ], | |
[1.,4. ,3. ], | |
[1.,4. ,3.5], | |
[1.,4. ,5. ], | |
[1.,5. ,4. ], | |
[1.,5. ,3. ], | |
[1.,5. ,3.5], | |
[1.,6. ,4.5], | |
[1.,6. ,4.5], | |
[1.,6. ,4.5], | |
[1.,7. ,4. ], | |
[1.,7. ,3. ], | |
[1.,7. ,5. ], | |
[1.,8. ,3. ], | |
[1.,8. ,4. ], | |
[1.,8. ,3.5], | |
[1.,9. ,3. ], | |
[1.,9. ,4. ], | |
[1.,10. ,4.5], | |
[1.,10. ,5. ], | |
[1.,10. ,3. ]]) | |
m,n = TrainingData.shape | |
alpha = 0.01 | |
epsylon = 0.001 | |
Y = [8,5,7,6,8,6,4,6,7,5,6,7,5,3,4,7,6,8,6,4,6,1,4,3,2,5,5,6,0] | |
def h(Theta, X): | |
return Theta.transpose().dot(X) | |
def Jpartial(j,Theta): | |
sum = 0 | |
for i in range(m): | |
sum += (h(Theta, TrainingData[i,:]) - Y[i]) * TrainingData[i][j] | |
return 2 * sum / m | |
def gradient_descent(startTheta): | |
theta = startTheta | |
converge = False | |
i = 0 | |
while not converge: | |
differentials = np.zeros(n) | |
for j in range(n): | |
differentials[j] = Jpartial(j, theta) | |
for j in range(n): | |
theta[j] -= alpha * differentials[j] | |
if i % 500 == 0: | |
print (np.amax(differentials)) | |
converge = np.amax(differentials) < epsylon | |
return theta | |
startT = np.array([1.,1.,1.]) | |
t = gradient_descent(startT) | |
print(t) | |
print(h(t, [1.,0.,5.])) | |
print(h(t, [1.,10.,3.])) | |
print(h(t, [1.,2.,3.5])) | |
print(h(t, [1.,5.,3.5])) |
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