def test_SGD4(self, err):
def grad(X, y, theta, schleem, plumbus, wubba, lubba):
m = len(y)
grad = (schleem / (m * wubba))
grad = grad * (X.T).dot(X.dot(theta) - y)
grad = grad + plumbus / (2 * lubba)
return grad
X = array([[0, 1, 2], [-1, 5, 3], [2, 0, 1]])
initial_theta = array([[0.3], [2.7], [1.6]])
y = array([[0.3], [1.2], [0.5]])
num_iters = 8
plumbus = 1.2
schleem = 0.9
wubba = 2.4
lubba = 3
alpha = 0.005
assert_allclose(array([[0.42789], [1.63920], [0.84140]]),
SGD(X,
y,
grad,
initial_theta,
alpha,
num_iters,
lubba=lubba,
schleem=schleem,
wubba=wubba,
plumbus=plumbus),
rtol=0,
atol=0.001,
equal_nan=False)
def test_SGD3(self, err):
def grad(X, y, theta):
m = len(y)
grad = (1 / m) * (X.T).dot(X.dot(theta) - y)
return grad
X = array([[0, 1, 2], [-1, 5, 3], [2, 0, 1]])
initial_theta = array([[0.3], [2.7], [1.6]])
y = array([[0.3], [1.2], [0.5]])
num_iters = 5
alpha = 0.001
assert_allclose(array([[0.36143], [2.28673], [1.30772]]),
SGD(X, y, grad, initial_theta,
alpha, num_iters),
rtol=0, atol=0.001, equal_nan=False)
def test_SGD2(self, err):
def grad(X, y, theta):
m = len(y)
grad = (1 / m) * (X.T).dot(X.dot(theta) - y)
return grad
X = array([[0, 1, 2], [-1, 5, 3], [2, 0, 1]])
initial_theta = array([[0], [0], [0]])
y = array([[0.3], [1.2], [0.5]])
num_iters = 10
alpha = 0.01
assert_allclose(array([[0.042237], [0.162748], [0.133705]]),
SGD(X, y, grad, initial_theta,
alpha, num_iters),
rtol=0, atol=0.001, equal_nan=False)