批量梯度下降（Batch gradient descent） C++

At each step the weight vector is moved in the direction of the greatest rate of decrease of the error function,

and so this approach is known as gradient descent（梯度下降法） or steepest descent（最速下降法）.

Techniques that use the whole data set at once are called batch methods.

With the method of gradient descent used to perform the training, the advantages of batch learning

include the following:

1)accurate estimation of the gradient vector(i.e., the derivative of the cost function with respect to the weight vector w),

thereby guaranteeing, under simple conditions, convergence of the method of steepest descent to a local minimum;

2)parallalization of the learning process.

However, from a practical perspective, batch learning is rather demanding in terms of storage requirements.

#include <iostream>
#include <vector>
#include <cmath>
#include <cfloat>

/*批量梯度下降法*/
int main() {
    double datax[]={1,2,3,4,5};
    double datay[]={1,1,2,2,4};
    std::vector<double> v_datax,v_datay;

    for(size_t i=0;i<sizeof(datax)/sizeof(datax[0]);++i) {
        v_datax.push_back(datax[i]);
        v_datay.push_back(datay[i]);
    }

    double a=0,b=0;
    double J=0.0;

    for(std::vector<double>::iterator iterx=v_datax.begin(),itery=v_datay.begin();iterx!=v_datax.end(),itery!=v_datay.end();++iterx,++itery) {
        J+=(a+b*(*iterx)-*itery)*(a+b*(*iterx)-*itery);
    }
    J=J*0.5/v_datax.size();

    while(true) {
        double grad0=0,grad1=0;
        for(std::vector<double>::iterator iterx=v_datax.begin(),itery=v_datay.begin();iterx!=v_datax.end(),itery!=v_datay.end();++iterx,++itery) {
            grad0+=(a+b*(*iterx)-*itery);
            grad1+=(a+b*(*iterx)-*itery)*(*iterx);
        }

        grad0=grad0/v_datax.size();
        grad1=grad1/v_datax.size();

        //0.03为学习率阿尔法
        a=a-0.03*grad0;
        b=b-0.03*grad1;
        double MSE=0;

        for(std::vector<double>::iterator iterx=v_datax.begin(),itery=v_datay.begin();iterx!=v_datax.end(),itery!=v_datay.end();++iterx,++itery) {
            MSE+=(a+b*(*iterx)-*itery)*(a+b*(*iterx)-*itery);
        }
        MSE=MSE*0.5/v_datax.size();

        if(std::abs(J-MSE)<0.0000001)
            break;
        J=MSE;
    }

    std::cout<<"批量梯度下降法得到的结果："<<std::endl;
    std::cout<<"a = "<<a<<std::endl;
    std::cout<<"b = "<<b<<std::endl;

    return 0;
}