import numpy as np
|
|
import matplotlib.pyplot as plt
|
|
###############################
|
|
#Datos originales
|
|
###############################
|
|
X = 2 * np.random.rand(100, 1)
|
|
y = 4 + 3 * X + np.random.randn(100,1)
|
|
|
|
plt.plot(X,y,".")
|
|
###############################
|
|
X_b = np.c_[np.ones((100,1)), X] #Se agrega x0=1 para cada instancia
|
|
m=100
|
|
n_epochs = 50
|
|
t0, t1 = 5, 50 # learning schedule hyperparameters
|
|
|
|
def learning_schedule(t):
|
|
return t0 / (t + t1)
|
|
|
|
theta = np.random.randn(2,1) # random initialization
|
|
|
|
for epoch in range(n_epochs):
|
|
for i in range(m):
|
|
random_index = np.random.randint(m)
|
|
xi = X_b[random_index:random_index+1]
|
|
yi = y[random_index:random_index+1]
|
|
gradients = 2 * xi.T.dot(xi.dot(theta) - yi)
|
|
eta = learning_schedule(epoch * m + i)
|
|
theta = theta - eta * gradients
|
|
|
|
print(theta)
|