Created
February 14, 2018 11:26
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How to find the minima using Gradient Descent? Read blog post at http://bit.ly/2z7eWmQ.
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from sympy import * | |
x, y = symbols('x y') | |
# Objective Function | |
f = x*y + 2*(62.5/x) + 2*(62.5/y) | |
# Differentiating - computing the gradient. | |
fpx = f.diff(x) | |
fpy = f.diff(y) | |
grad = [fpx,fpy] | |
# Starting point | |
theta0 = 20 | |
theta1 = 20 | |
# Algorithm parameters | |
alpha = 0.01 | |
epsilon = 0.00000001 | |
iterations = 0 | |
maxIterations = 1000 | |
printData = True | |
check = 0 | |
while True: | |
# Simultaneously update unknown variables | |
tempTheta0 = theta0 - alpha * N(fpx.subs(x, theta0).subs(y, theta1)) | |
tempTheta1 = theta1 - alpha * N(fpy.subs(y, theta1).subs(x, theta0)) | |
iterations += 1 | |
if iterations > maxIterations: | |
print("Too many iterations. Adjust alpha.") | |
printData = False | |
break | |
if abs(tempTheta0 - theta0) < epsilon and abs(tempTheta1 - theta1) < epsilon: | |
break | |
theta0 = tempTheta0 | |
theta1 = tempTheta1 | |
z = 62.5/(theta0*theta1) | |
if printData: | |
print("x = ", theta0, sep = " ") | |
print("y = ", theta1, sep = " ") | |
print("z = ", z, sep = " ") |
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