Last active
March 25, 2021 04:00
-
-
Save vianel/26ac65c1b1de1c35bf6fd3997d24c369 to your computer and use it in GitHub Desktop.
Gradient descent implementation
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
from matplotlib import cm #For the colors | |
import numpy as np | |
import matplotlib.pyplot as plt | |
def f(x,y): | |
return x**2 + y**2 | |
def derivate(point_with_increment, point, h): | |
return (f(point_with_increment[0], point_with_increment[1]) - f(point[0], point[1])) / h | |
def gradient(point, h): | |
grad = np.zeros(2) | |
for i, v in enumerate(point): | |
cp = np.copy(point) | |
cp[i] = cp[i] + h | |
dp = derivate(cp, point, h) | |
grad[i] = dp | |
return grad | |
if __name__=='__main__': | |
fig, ax = plt.subplots(subplot_kw={"projection":"3d"}) | |
res = 100 | |
x = np.linspace(-4,4,res) | |
y = np.linspace(-4,4,res) | |
X,Y = np.meshgrid(x,y) | |
Z = f(X,Y) | |
surf = ax.plot_surface(X,Y,Z, cmap=cm.cool) | |
fig.colorbar(surf) | |
plt.show() | |
level_map = np.linspace(np.min(Z), np.max(Z), res) | |
plt.contourf(X,Y,Z, levels=level_map, cmap=cm.cool) | |
plt.colorbar() | |
plt.title("Gradient descent") | |
point = np.random.rand(2) * 8 - 4 #We muplitply by 8 minus 4 because we want the point to be between -4 and 4 | |
plt.plot(point[0], point[1], 'o', c='k') | |
h = 0.01 | |
learning_rate = 0.01 | |
gradient(point, h) | |
for i in range(1000): | |
point = point - learning_rate * gradient(point, h) | |
if (i % 10 == 0): #This is only to plot every 10 ranges | |
plt.plot(point[0], point[1], 'o', c='r') #Same here | |
plt.plot(point[0], point[1], 'o', c='w') | |
plt.show() |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment