SGD
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 | using System; using System.Collections.Generic; using System.Linq; using System.Text; using System.Threading.Tasks; namespace ConsoleApp4 { class Program { static void Main( string [] args) { List< float []> inputs_x = new List< float []>(); inputs_x.Add( new float [] { 0.9f, 0.6f}); inputs_x.Add( new float [] { 2f, 2.5f } ); inputs_x.Add( new float [] { 2.6f, 2.3f }); inputs_x.Add( new float [] { 2.7f, 1.9f }); List< float > inputs_y = new List< float >(); inputs_y.Add( 2.5f); inputs_y.Add( 2.5f); inputs_y.Add( 3.5f); inputs_y.Add( 4.2f); float [] weights = new float [3]; for ( var i= 0;i < weights.Length;i++) weights[i] = ( float ) new Random().NextDouble(); int epoch = 30000; float epsilon =0.00001f; float lr = 0.01f; float lastCost=0; for ( var epoch_i = 0; epoch_i <= epoch; epoch_i++) { //随机获取input var batch = GetRandomBatch(inputs_x, inputs_y, 2); float [] weights_in_poch = new float [weights.Length]; foreach ( var x_y in batch) { var x1 = x_y.Item1.First(); var x2 = x_y.Item1.Skip(1).Take(1).First(); var target_y = x_y.Item2; float diffWithTargetY = target_y - fun(x1, x2, weights[1], weights[2], weights[0]); weights_in_poch[0] += diffWithTargetY * dy_b(x1, x2); weights_in_poch[1] += diffWithTargetY * dy_theta1(x1, x2); weights_in_poch[2] += diffWithTargetY * dy_theta2(x1, x2); } for ( var i=0;i<weights.Length;i++) weights[i] += lr * weights_in_poch[i]; float totalErrorCost = 0f; foreach ( var x_y in batch) { var x1 = x_y.Item1.First(); var x2 = x_y.Item1.Skip(1).Take(1).First(); var target_y = x_y.Item2; float diffWithTargetY = target_y - fun(x1, x2, weights[1], weights[2], weights[0]); totalErrorCost += ( float )System.Math.Pow(diffWithTargetY, 2)/2; } float cost = totalErrorCost / batch.Count; if (System.Math.Abs(cost - lastCost) <= epsilon) { Console.WriteLine( string .Format( "EPOCH {0}" , epoch_i)); Console.WriteLine( string .Format( "LAST MSE {0}" , lastCost)); Console.WriteLine( string .Format( "MSE {0}" , cost)); break ; } lastCost = cost; if (epoch_i % 100 == 0|| epoch_i==epoch) { Console.WriteLine( string .Format( "MSE {0}" , cost)); } } print(weights[1], weights[2], weights[0]); Console.ReadLine(); } private static List<Tuple< float [], float >> GetRandomBatch(List< float []> inputs_x, List< float > inputs_y, int maxCount) { List<Tuple< float [], float >> lst = new List<Tuple< float [], float >>(); System.Random rnd = new Random(( int )DateTime.Now.Ticks); int count = 0; while (count<maxCount) { int rndIndex = rnd.Next(inputs_x.Count); var item=Tuple.Create< float [], float >(inputs_x[rndIndex], inputs_y[rndIndex]); lst.Add(item); count++; } return lst; } private static void print( float theta1, float theta2, float b) { Console.WriteLine( string .Format( "y={0}*x1+{1}*x2+{2}" , theta1, theta2, b)); } private static float fun( float x1, float x2, float theta1, float theta2, float b) { return theta1 * x1 + theta2 * x2 + b; } private static float dy_theta1( float x1, float x2) { return x1; } private static float dy_theta2( float x1, float x2) { return x2; } private static float dy_b( float x1, float x2) { return 1; } } } |
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心怀远大理想。
为了家庭幸福而努力。
商业合作请看此处:https://www.magicube.ai
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