def BatchGradientDescent(my_Y, Y, X_mat, thata):
"""
批量梯度下降(未加惩罚项)
"""
my_copy = []
for i in my_Y:
my_copy.append(i)
error = CostFunction(Y, my_copy)
X = array(X_mat)
while (1):
new_thata = []
for i in range(0, len(thata)):
#temp = SumMy_Y_Y(my_copy,Y,X, i)
temp = SumMy_Y_Y(my_copy, Y, X, i)
flag = thata[i] - alpha * temp / DataMaxSize
new_thata.append(flag)
thata = new_thata
my_copy = array(
dot(X_mat,
array(new_thata).reshape(len(thata), 1)).reshape(1, len(Y)))[0]
new_error = CostFunction(Y, my_copy)
print abs(new_error - error)
if abs(new_error - error) <= e:
break
error = new_error
B = reFeature(thata)
return my_copy, B
def TheLeastSquareMethod(X, Y):
"""
最小二乘法
"""
regula = eye(ORDER + 1)
X_matrix = []
for i in range(ORDER + 1):
X_matrix.append(array(X)**i)
X_matrix = mat(X_matrix).T
Y_matrix = array(Y).reshape((len(Y), 1))
X_matrix_T = X_matrix.T
#print dot(X_matrix_T,X_matrix)
B = dot(dot(dot(X_matrix_T, X_matrix).I, X_matrix_T), Y_matrix)
B1 = dot(dot((dot(X_matrix_T, X_matrix) + lamda * regula).I, X_matrix_T),
Y_matrix)
result = dot(X_matrix, B)
result_reg = dot(X_matrix, B1)
return X_matrix, Y_matrix, B, result, result_reg, B1
import sys
fr=open('D:\eclipse_workspace\Classify\data\data.txt')
macList=['c0:38:96:25:5b:c3','e0:05:c5:ba:80:40','b0:d5:9d:46:a3:9b','42:a5:89:51:c7:dd']
X=empty((4,60),numpy.int8)
for line in fr:
parts=line.split(',')
try:
poi=macList.index(parts[2])
print('poi',poi)
if poi!='-1':
print('try parts[2]:',parts[2])
lie=int(parts[-1].strip())-1
X[poi,lie] = parts[1]
except :
pass
#print('haha',parts[2])
else:
print('no error')
print("final:",type(list),type(1),type(macList))
print(X)
w=ones((4,1))
b=1
print(transpose(w))
z=dot(transpose(w),X)+1
y1=zeros((30,1))
y2=ones((30,1))
y=row_stack((y1,y2))
print(y)
#plt.plot(list)
#plt.show()
Y_matrix)
result = dot(X_matrix, B)
result_reg = dot(X_matrix, B1)
return X_matrix, Y_matrix, B, result, result_reg, B1
if __name__ == "__main__":
X, Y, Xc, Yc, ALLX, ALLY = CreatData()
X_matrix, Y_matrix, B, Y_tlsm, Y_tlsm_reg, B_reg = TheLeastSquareMethod(
X, Y)
#最小二乘法求得的回归曲线,矩阵表示
Xc_ = getXmat(Xc)
my_Yc = array(dot(Xc_, B).reshape(1, len(Yc)))[0]
my_Yc_reg = array(dot(Xc_, B_reg).reshape(1, len(Yc)))[0]
loss_tlsm = CostFunction(Yc, my_Yc) # 方均根误差
loss_tlsm_reg = CostFunction(Yc, my_Yc_reg)
loss_tlsm_1 = CostFunction(Y, Y_tlsm) # 方均根误差
loss_tlsm_reg_1 = CostFunction(Y, Y_tlsm_reg)
print loss_tlsm_1
print loss_tlsm_reg_1
plt.figure("MachineLearningProjectOne")
plt.figtext(0.3,
0.85,
'Cost Without Regulation:' + str(loss_tlsm),
color='red',
ha='center')
print('haha')
cost=(k*x-y)**2
w_grad=1
return [cost,w_grad]
def fun1():
return 1
k0=1
x=1
y=1
max_iterations=10
#scipy.optimize.minimize(fun,k0,args=(x,y,),options = {'maxiter': max_iterations})
#scipy.optimize.leastsq(fun1,)
a=ones(2)
b=ones(2).reshape(2,1)
b[0,0]=2
b[1,0]=4
print(a,b)
print(a*b)
print(dot(a,b))
print('-------------------------')
import sys
sys.path.append('D:\eclipse_workspace\py_base\src')
group,labels=kNN.createDataSet()
print('group:',group)
print('labels:',labels)
res=kNN.classify0([0,0], group, labels, 3)
print(res)
'''
X_lemad = array(X) / 2.5 #特征收缩
X_mat_ = []
for i in range(ORDER + 1):
X_mat_.append(X_lemad**i)
X_mat_ = mat(X_mat_).T
#thata = array(B.reshape(1,len(B)))[0] +uniform(0,0.1)
X_matrix = getXmat(X)
thata_ = []
for i in range(10):
thata_.append(uniform(-1, 1))
thata0 = mat(array(thata_).reshape(ORDER + 1, 1))
thata1 = mat([1, 1])
thata1 = thata0
my_Y = array(dot(X_matrix, thata0).reshape(1, len(Y)))[0]
thata = array(thata0.reshape(1, ORDER + 1))[0]
Y_bgd, B = BatchGradientDescent(my_Y, Y, X_mat_, thata)
thata = array(thata0.reshape(1, len(B)))[0]
Y_bgd_reg, B_reg = BatchGradientDescentReg(my_Y, Y, X_mat_, thata)
my_Yc = array(dot(Xc_, B).reshape(1, len(Yc)))[0]
my_Yc_reg = array(dot(Xc_, B_reg).reshape(1, len(Yc)))[0]
loss_tlsm = CostFunction(Yc, my_Yc) # 方均根误差
loss_tlsm_reg = CostFunction(Yc, my_Yc_reg)
loss_tlsm_1 = CostFunction(Y, Y_bgd) # 方均根误差
loss_tlsm_reg_1 = CostFunction(Y, Y_bgd_reg)
print "without Regulation: " + str(loss_tlsm_1)
def bicgstab(X,Y,my_Y,B):
'''
#稳定双共轭梯度下降
'''
my_Y_copy=[]
for i in my_Y:
my_Y_copy.append(i)
error = CostFunction(Y,my_Y_copy)
R0star = Y - dot(X,B)
R0 = Y - dot(X,B)
rho0 = 1
alp0 = 1
w0 = 1
V0 =mat(zeros(len(Y)).reshape(len(Y),1))
P0 = mat(zeros(len(Y)).reshape(len(Y),1))
#print R0
while 1:
rho1 = array(dot(R0star.T, R0))[0][0]
beta = (rho1/rho0) * (alp0/w0)
P1 = R0 + beta*(P0 - w0*V0)
V1 = dot(X,P1)
alp0 = rho1/(array(dot(R0star.T,V1))[0][0])
h = B + alp0 * P1
my_Y_copy = array(dot(X,array(h).reshape(len(h),1)).reshape(1,len(Y)))[0]
new_error = CostFunction(Y,my_Y_copy)
if abs(new_error -error) <=e:
B=h
break
error = new_error
S = R0 - alp0*V1
t = dot(X,S)
w1 = array(dot(t.T, S))[0][0]/array(dot(t.T, t))[0][0]
B = h + w1*S
my_Y_copy = array(dot(X,array(B).reshape(len(B),1)).reshape(1,len(Y)))[0]
new_error = CostFunction(Y,my_Y_copy)
if abs(new_error -error) <=e:
break
R0 = S - w1 * t
rho0 = rho1
P0 = P1
V0 =V1
w0 = w1
error = new_error
return dot(X,B),B
