Last active
August 29, 2015 14:06
-
-
Save greydnls/59aac4504230677552d6 to your computer and use it in GitHub Desktop.
Gradient Descent
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
<?php | |
function computeErrorForLineGivenPoints($b, $m, array $points) | |
{ | |
$total_error = 0; | |
foreach ($points as $point) | |
{ | |
$total_error += pow(($point['y'] - ($m * $point['x'] + $b)), 2); | |
} | |
return $total_error/count($points); | |
} | |
function stepGradient($b_current, $m_current, array $points, $learning_rate) | |
{ | |
$b_gradient = 0; | |
$m_gradient = 0; | |
$n = (float)count($points); | |
foreach ($points as $point) | |
{ | |
$b_gradient += -(2 / $n) * ($point['y'] - (($m_current * $point['x']) + $b_current)); | |
$m_gradient += -(2 / $n) * $point['x'] * ($point['y'] - (($m_current * $point['x']) + $b_current)); | |
} | |
$new_b = $b_current - ($learning_rate * $b_gradient); | |
$new_m = $m_current - ($learning_rate * $m_gradient); | |
return [$new_b, $new_m]; | |
} | |
I'm mixing platforms too - I wrote a Python based code generator to write Laravel (PHP) code. It's a bit rough around the edges, but it does a decent job.
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Functions for performing linear regression via gradient descent.
Ported from python samples seen here:
http://spin.atomicobject.com/2014/06/24/gradient-descent-linear-regression/