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def gradient_descent(X, y, w, b, learning_rate): | |
dw = -2 * np.sum(X * (y - w * X - b)) # ∂e/∂w | |
db = -2 * np.sum(y - w * X - b) # ∂e/∂b | |
w_new = w - learning_rate * dw # minus sign since we are minizing e | |
b_new = b - learning_rate * db | |
return w_new, b_new | |
def get_loss(X,y,w,b): | |
return (y - w * X - b).T @ (y - w * X - b) # square loss, | |
# .T and @ denote transpose and matrix multiplication resp. | |
learning_rate = 0.000001 | |
max_epoch = 500 | |
w, b = -1,0 | |
for epoch in range(1,max_epoch+1): | |
w,b = gradient_descent(X, y, w, b, learning_rate) | |
if epoch % 50 == 0: | |
print(f'{get_loss(X,y,w,b):.0f}') | |
if b > 0: | |
print(f'y = {w:.2f} x + {b:.2f}') | |
else: | |
print(f'y = {w:.2f} x - {-b:.2f}') |
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