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@samueljackson92
Created December 27, 2013 15:23
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Code to perform multivariate linear regression using a gradient descent on a data set. Sources: http://cs229.stanford.edu/notes/cs229-notes1.pdf http://stackoverflow.com/questions/17784587/gradient-descent-using-python-and-numpy-machine-learning
5.1,3.5,1.4,0.2,Iris-setosa
4.9,3.0,1.4,0.2,Iris-setosa
4.7,3.2,1.3,0.2,Iris-setosa
4.6,3.1,1.5,0.2,Iris-setosa
5.0,3.6,1.4,0.2,Iris-setosa
5.4,3.9,1.7,0.4,Iris-setosa
4.6,3.4,1.4,0.3,Iris-setosa
5.0,3.4,1.5,0.2,Iris-setosa
4.4,2.9,1.4,0.2,Iris-setosa
4.9,3.1,1.5,0.1,Iris-setosa
5.4,3.7,1.5,0.2,Iris-setosa
4.8,3.4,1.6,0.2,Iris-setosa
4.8,3.0,1.4,0.1,Iris-setosa
4.3,3.0,1.1,0.1,Iris-setosa
5.8,4.0,1.2,0.2,Iris-setosa
5.7,4.4,1.5,0.4,Iris-setosa
5.4,3.9,1.3,0.4,Iris-setosa
5.1,3.5,1.4,0.3,Iris-setosa
5.7,3.8,1.7,0.3,Iris-setosa
5.1,3.8,1.5,0.3,Iris-setosa
5.4,3.4,1.7,0.2,Iris-setosa
5.1,3.7,1.5,0.4,Iris-setosa
4.6,3.6,1.0,0.2,Iris-setosa
5.1,3.3,1.7,0.5,Iris-setosa
4.8,3.4,1.9,0.2,Iris-setosa
5.0,3.0,1.6,0.2,Iris-setosa
5.0,3.4,1.6,0.4,Iris-setosa
5.2,3.5,1.5,0.2,Iris-setosa
5.2,3.4,1.4,0.2,Iris-setosa
4.7,3.2,1.6,0.2,Iris-setosa
4.8,3.1,1.6,0.2,Iris-setosa
5.4,3.4,1.5,0.4,Iris-setosa
5.2,4.1,1.5,0.1,Iris-setosa
5.5,4.2,1.4,0.2,Iris-setosa
4.9,3.1,1.5,0.1,Iris-setosa
5.0,3.2,1.2,0.2,Iris-setosa
5.5,3.5,1.3,0.2,Iris-setosa
4.9,3.1,1.5,0.1,Iris-setosa
4.4,3.0,1.3,0.2,Iris-setosa
5.1,3.4,1.5,0.2,Iris-setosa
5.0,3.5,1.3,0.3,Iris-setosa
4.5,2.3,1.3,0.3,Iris-setosa
4.4,3.2,1.3,0.2,Iris-setosa
5.0,3.5,1.6,0.6,Iris-setosa
5.1,3.8,1.9,0.4,Iris-setosa
4.8,3.0,1.4,0.3,Iris-setosa
5.1,3.8,1.6,0.2,Iris-setosa
4.6,3.2,1.4,0.2,Iris-setosa
5.3,3.7,1.5,0.2,Iris-setosa
5.0,3.3,1.4,0.2,Iris-setosa
7.0,3.2,4.7,1.4,Iris-versicolor
6.4,3.2,4.5,1.5,Iris-versicolor
6.9,3.1,4.9,1.5,Iris-versicolor
5.5,2.3,4.0,1.3,Iris-versicolor
6.5,2.8,4.6,1.5,Iris-versicolor
5.7,2.8,4.5,1.3,Iris-versicolor
6.3,3.3,4.7,1.6,Iris-versicolor
4.9,2.4,3.3,1.0,Iris-versicolor
6.6,2.9,4.6,1.3,Iris-versicolor
5.2,2.7,3.9,1.4,Iris-versicolor
5.0,2.0,3.5,1.0,Iris-versicolor
5.9,3.0,4.2,1.5,Iris-versicolor
6.0,2.2,4.0,1.0,Iris-versicolor
6.1,2.9,4.7,1.4,Iris-versicolor
5.6,2.9,3.6,1.3,Iris-versicolor
6.7,3.1,4.4,1.4,Iris-versicolor
5.6,3.0,4.5,1.5,Iris-versicolor
5.8,2.7,4.1,1.0,Iris-versicolor
6.2,2.2,4.5,1.5,Iris-versicolor
5.6,2.5,3.9,1.1,Iris-versicolor
5.9,3.2,4.8,1.8,Iris-versicolor
6.1,2.8,4.0,1.3,Iris-versicolor
6.3,2.5,4.9,1.5,Iris-versicolor
6.1,2.8,4.7,1.2,Iris-versicolor
6.4,2.9,4.3,1.3,Iris-versicolor
6.6,3.0,4.4,1.4,Iris-versicolor
6.8,2.8,4.8,1.4,Iris-versicolor
6.7,3.0,5.0,1.7,Iris-versicolor
6.0,2.9,4.5,1.5,Iris-versicolor
5.7,2.6,3.5,1.0,Iris-versicolor
5.5,2.4,3.8,1.1,Iris-versicolor
5.5,2.4,3.7,1.0,Iris-versicolor
5.8,2.7,3.9,1.2,Iris-versicolor
6.0,2.7,5.1,1.6,Iris-versicolor
5.4,3.0,4.5,1.5,Iris-versicolor
6.0,3.4,4.5,1.6,Iris-versicolor
6.7,3.1,4.7,1.5,Iris-versicolor
6.3,2.3,4.4,1.3,Iris-versicolor
5.6,3.0,4.1,1.3,Iris-versicolor
5.5,2.5,4.0,1.3,Iris-versicolor
5.5,2.6,4.4,1.2,Iris-versicolor
6.1,3.0,4.6,1.4,Iris-versicolor
5.8,2.6,4.0,1.2,Iris-versicolor
5.0,2.3,3.3,1.0,Iris-versicolor
5.6,2.7,4.2,1.3,Iris-versicolor
5.7,3.0,4.2,1.2,Iris-versicolor
5.7,2.9,4.2,1.3,Iris-versicolor
6.2,2.9,4.3,1.3,Iris-versicolor
5.1,2.5,3.0,1.1,Iris-versicolor
5.7,2.8,4.1,1.3,Iris-versicolor
6.3,3.3,6.0,2.5,Iris-virginica
5.8,2.7,5.1,1.9,Iris-virginica
7.1,3.0,5.9,2.1,Iris-virginica
6.3,2.9,5.6,1.8,Iris-virginica
6.5,3.0,5.8,2.2,Iris-virginica
7.6,3.0,6.6,2.1,Iris-virginica
4.9,2.5,4.5,1.7,Iris-virginica
7.3,2.9,6.3,1.8,Iris-virginica
6.7,2.5,5.8,1.8,Iris-virginica
7.2,3.6,6.1,2.5,Iris-virginica
6.5,3.2,5.1,2.0,Iris-virginica
6.4,2.7,5.3,1.9,Iris-virginica
6.8,3.0,5.5,2.1,Iris-virginica
5.7,2.5,5.0,2.0,Iris-virginica
5.8,2.8,5.1,2.4,Iris-virginica
6.4,3.2,5.3,2.3,Iris-virginica
6.5,3.0,5.5,1.8,Iris-virginica
7.7,3.8,6.7,2.2,Iris-virginica
7.7,2.6,6.9,2.3,Iris-virginica
6.0,2.2,5.0,1.5,Iris-virginica
6.9,3.2,5.7,2.3,Iris-virginica
5.6,2.8,4.9,2.0,Iris-virginica
7.7,2.8,6.7,2.0,Iris-virginica
6.3,2.7,4.9,1.8,Iris-virginica
6.7,3.3,5.7,2.1,Iris-virginica
7.2,3.2,6.0,1.8,Iris-virginica
6.2,2.8,4.8,1.8,Iris-virginica
6.1,3.0,4.9,1.8,Iris-virginica
6.4,2.8,5.6,2.1,Iris-virginica
7.2,3.0,5.8,1.6,Iris-virginica
7.4,2.8,6.1,1.9,Iris-virginica
7.9,3.8,6.4,2.0,Iris-virginica
6.4,2.8,5.6,2.2,Iris-virginica
6.3,2.8,5.1,1.5,Iris-virginica
6.1,2.6,5.6,1.4,Iris-virginica
7.7,3.0,6.1,2.3,Iris-virginica
6.3,3.4,5.6,2.4,Iris-virginica
6.4,3.1,5.5,1.8,Iris-virginica
6.0,3.0,4.8,1.8,Iris-virginica
6.9,3.1,5.4,2.1,Iris-virginica
6.7,3.1,5.6,2.4,Iris-virginica
6.9,3.1,5.1,2.3,Iris-virginica
5.8,2.7,5.1,1.9,Iris-virginica
6.8,3.2,5.9,2.3,Iris-virginica
6.7,3.3,5.7,2.5,Iris-virginica
6.7,3.0,5.2,2.3,Iris-virginica
6.3,2.5,5.0,1.9,Iris-virginica
6.5,3.0,5.2,2.0,Iris-virginica
6.2,3.4,5.4,2.3,Iris-virginica
5.9,3.0,5.1,1.8,Iris-virginica
import numpy as np
import matplotlib.pyplot as plt
class GradientDescent():
def __init__(self, alpha=0.1, tolerance=0.02, max_iterations=500):
#alpha is the learning rate or size of step to take in
#the gradient decent
self._alpha = alpha
self._tolerance = tolerance
self._max_iterations = max_iterations
#thetas is the array coeffcients for each term
#the y-intercept is the last element
self._thetas = None
def fit(self, xs, ys):
num_examples, num_features = np.shape(xs)
self._thetas = np.ones(num_features)
xs_transposed = xs.transpose()
for i in range(self._max_iterations):
#difference between our hypothesis and actual values
diffs = np.dot(xs,self._thetas) - ys
#sum of the squares
cost = np.sum(diffs**2) / (2*num_examples)
#calculate averge gradient for every example
gradient = np.dot(xs_transposed, diffs) / num_examples
#update the coeffcients
self._thetas = self._thetas-self._alpha*gradient
#check if fit is "good enough"
if cost < self._tolerance:
return self._thetas
return self._thetas
def predict(self, x):
return np.dot(x, self._thetas)
#load some example data
data = np.loadtxt("iris.data.txt", usecols=(0,1,2,3), delimiter=',')
col_names = ['sepal length', 'sepal width', 'petal length', 'petal width']
data_map = dict(zip(col_names, data.transpose()))
#create martix of features
features = np.column_stack((data_map['petal length'], np.ones(len(data_map['petal length']))))
gd = GradientDescent(tolerance=0.022)
thetas = gd.fit(features, data_map['petal width'])
gradient, intercept = thetas
#predict values accroding to our model
ys = gd.predict(features)
plt.scatter(data_map['petal length'], data_map['petal width'])
plt.plot(data_map['petal length'], ys)
plt.show()
@Jhilakshi
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why are we just using 1 feature in "features = np.column_stack((data_map['petal length'], np.ones(len(data_map['petal length']))))" when we have 4 features ?

Hi, I have the same doubt as deependra. If there are four features, can't we show a 3D graph plotting all those features?

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