diff --git a/extra_gradient_descent_comparison.ipynb b/extra_gradient_descent_comparison.ipynb
index a84570e..da344aa 100644
--- a/extra_gradient_descent_comparison.ipynb
+++ b/extra_gradient_descent_comparison.ipynb
@@ -20,10 +20,10 @@
"source": [
"
\n",
" \n",
- " \n",
+ " \n",
" | \n",
" \n",
- " \n",
+ " \n",
" | \n",
"
"
]
@@ -34,11 +34,11 @@
"metadata": {},
"outputs": [],
"source": [
- "import numpy as np\n",
- "\n",
- "%matplotlib nbagg\n",
+ "import matplotlib\n",
"import matplotlib.pyplot as plt\n",
- "from matplotlib.animation import FuncAnimation"
+ "from matplotlib.animation import FuncAnimation\n",
+ "\n",
+ "matplotlib.rc('animation', html='jshtml')"
]
},
{
@@ -47,10 +47,12 @@
"metadata": {},
"outputs": [],
"source": [
+ "import numpy as np\n",
+ "\n",
"m = 100\n",
- "X = 2*np.random.rand(m, 1)\n",
+ "X = 2 * np.random.rand(m, 1)\n",
"X_b = np.c_[np.ones((m, 1)), X]\n",
- "y = 4 + 3*X + np.random.rand(m, 1)"
+ "y = 4 + 3 * X + np.random.rand(m, 1)"
]
},
{
@@ -65,8 +67,8 @@
" thetas = np.random.randn(2, 1)\n",
" thetas_path = [thetas]\n",
" for i in range(n_iterations):\n",
- " gradients = 2*X_b.T.dot(X_b.dot(thetas) - y)/m\n",
- " thetas = thetas - learning_rate*gradients\n",
+ " gradients = 2 * X_b.T @ (X_b @ thetas - y) / m\n",
+ " thetas = thetas - learning_rate * gradients\n",
" thetas_path.append(thetas)\n",
"\n",
" return thetas_path"
@@ -88,9 +90,9 @@
" random_index = np.random.randint(m)\n",
" xi = X_b[random_index:random_index+1]\n",
" yi = y[random_index:random_index+1]\n",
- " gradients = 2*xi.T.dot(xi.dot(thetas) - yi)\n",
- " eta = learning_schedule(epoch*m + i, t0, t1)\n",
- " thetas = thetas - eta*gradients\n",
+ " gradients = 2 * xi.T @ (xi @ thetas - yi)\n",
+ " eta = learning_schedule(epoch * m + i, t0, t1)\n",
+ " thetas = thetas - eta * gradients\n",
" thetas_path.append(thetas)\n",
"\n",
" return thetas_path"
@@ -115,11 +117,11 @@
" y_shuffled = y[shuffled_indices]\n",
" for i in range(0, m, minibatch_size):\n",
" t += 1\n",
- " xi = X_b_shuffled[i:i+minibatch_size]\n",
- " yi = y_shuffled[i:i+minibatch_size]\n",
- " gradients = 2*xi.T.dot(xi.dot(thetas) - yi)/minibatch_size\n",
+ " xi = X_b_shuffled[i : i + minibatch_size]\n",
+ " yi = y_shuffled[i : i + minibatch_size]\n",
+ " gradients = 2 * xi.T @ (xi @ thetas - yi) / minibatch_size\n",
" eta = learning_schedule(t, t0, t1)\n",
- " thetas = thetas - eta*gradients\n",
+ " thetas = thetas - eta * gradients\n",
" thetas_path.append(thetas)\n",
"\n",
" return thetas_path"
@@ -132,7 +134,7 @@
"outputs": [],
"source": [
"def compute_mse(theta):\n",
- " return np.sum((np.dot(X_b, theta) - y)**2)/m"
+ " return ((X_b @ theta - y) ** 2).sum() / m"
]
},
{
@@ -142,7 +144,7 @@
"outputs": [],
"source": [
"def learning_schedule(t, t0, t1):\n",
- " return t0/(t+t1)"
+ " return t0 / (t + t1)"
]
},
{
@@ -166,7 +168,7 @@
"metadata": {},
"outputs": [],
"source": [
- "exact_solution = np.linalg.inv(X_b.T.dot(X_b)).dot(X_b.T).dot(y)\n",
+ "exact_solution = np.linalg.inv(X_b.T @ X_b) @ X_b.T @ y\n",
"bgd_thetas = np.array(batch_gradient_descent())\n",
"sgd_thetas = np.array(stochastic_gradient_descent())\n",
"mbgd_thetas = np.array(mini_batch_gradient_descent())"
@@ -194,9 +196,38 @@
"data_ax = fig.add_subplot(121)\n",
"cost_ax = fig.add_subplot(122)\n",
"\n",
+ "data_ax.plot(X, y, 'k.')\n",
+ "\n",
"cost_ax.plot(exact_solution[0,0], exact_solution[1,0], 'y*')\n",
- "cost_img = cost_ax.pcolor(theta0, theta1, cost_map)\n",
- "fig.colorbar(cost_img)"
+ "cost_ax.pcolor(theta0, theta1, cost_map, shading='auto')\n",
+ "\n",
+ "i = -1\n",
+ "[bgd_data_plot] = data_ax.plot(X, X_b @ bgd_thetas[i,:], 'r-')\n",
+ "[bgd_cost_plot] = cost_ax.plot(bgd_thetas[:i,0], bgd_thetas[:i,1], 'r--')\n",
+ "\n",
+ "[sgd_data_plot] = data_ax.plot(X, X_b @ sgd_thetas[i,:], 'g-')\n",
+ "[sgd_cost_plot] = cost_ax.plot(sgd_thetas[:i,0], sgd_thetas[:i,1], 'g--')\n",
+ "\n",
+ "[mbgd_data_plot] = data_ax.plot(X, X_b @ mbgd_thetas[i,:], 'b-')\n",
+ "[mbgd_cost_plot] = cost_ax.plot(mbgd_thetas[:i,0], mbgd_thetas[:i,1], 'b--')\n",
+ "\n",
+ "data_ax.set_xlim([0, 2])\n",
+ "data_ax.set_ylim([0, 15])\n",
+ "cost_ax.set_xlim([3, 5])\n",
+ "cost_ax.set_ylim([2, 5])\n",
+ "\n",
+ "data_ax.set_xlabel(r'$x_1$')\n",
+ "data_ax.set_ylabel(r'$y$', rotation=0)\n",
+ "cost_ax.set_xlabel(r'$\\theta_0$')\n",
+ "cost_ax.set_ylabel(r'$\\theta_1$')\n",
+ "\n",
+ "data_ax.legend(('Data', 'BGD', 'SGD', 'MBGD'), loc=\"upper left\")\n",
+ "cost_ax.legend(('Normal Equation', 'BGD', 'SGD', 'MBGD'), loc=\"upper left\")\n",
+ "\n",
+ "cost_ax.plot(exact_solution[0,0], exact_solution[1,0], 'y*')\n",
+ "cost_img = cost_ax.pcolor(theta0, theta1, cost_map, shading='auto')\n",
+ "fig.colorbar(cost_img)\n",
+ "plt.show()"
]
},
{
@@ -206,35 +237,14 @@
"outputs": [],
"source": [
"def animate(i):\n",
- " data_ax.cla()\n",
- " cost_ax.cla()\n",
+ " bgd_data_plot.set_data(X, X_b @ bgd_thetas[i,:])\n",
+ " bgd_cost_plot.set_data(bgd_thetas[:i,0], bgd_thetas[:i,1])\n",
"\n",
- " data_ax.plot(X, y, 'k.')\n",
+ " sgd_data_plot.set_data(X, X_b @ sgd_thetas[i,:])\n",
+ " sgd_cost_plot.set_data(sgd_thetas[:i,0], sgd_thetas[:i,1])\n",
"\n",
- " cost_ax.plot(exact_solution[0,0], exact_solution[1,0], 'y*')\n",
- " cost_ax.pcolor(theta0, theta1, cost_map)\n",
- "\n",
- " data_ax.plot(X, X_b.dot(bgd_thetas[i,:]), 'r-')\n",
- " cost_ax.plot(bgd_thetas[:i,0], bgd_thetas[:i,1], 'r--')\n",
- "\n",
- " data_ax.plot(X, X_b.dot(sgd_thetas[i,:]), 'g-')\n",
- " cost_ax.plot(sgd_thetas[:i,0], sgd_thetas[:i,1], 'g--')\n",
- "\n",
- " data_ax.plot(X, X_b.dot(mbgd_thetas[i,:]), 'b-')\n",
- " cost_ax.plot(mbgd_thetas[:i,0], mbgd_thetas[:i,1], 'b--')\n",
- "\n",
- " data_ax.set_xlim([0, 2])\n",
- " data_ax.set_ylim([0, 15])\n",
- " cost_ax.set_xlim([0, 5])\n",
- " cost_ax.set_ylim([0, 5])\n",
- "\n",
- " data_ax.set_xlabel(r'$x_1$')\n",
- " data_ax.set_ylabel(r'$y$', rotation=0)\n",
- " cost_ax.set_xlabel(r'$\\theta_0$')\n",
- " cost_ax.set_ylabel(r'$\\theta_1$')\n",
- "\n",
- " data_ax.legend(('Data', 'BGD', 'SGD', 'MBGD'), loc=\"upper left\")\n",
- " cost_ax.legend(('Normal Equation', 'BGD', 'SGD', 'MBGD'), loc=\"upper left\")"
+ " mbgd_data_plot.set_data(X, X_b @ mbgd_thetas[i,:])\n",
+ " mbgd_cost_plot.set_data(mbgd_thetas[:i,0], mbgd_thetas[:i,1])"
]
},
{
@@ -243,8 +253,7 @@
"metadata": {},
"outputs": [],
"source": [
- "animation = FuncAnimation(fig, animate, frames=n_iter)\n",
- "plt.show()"
+ "FuncAnimation(fig, animate, frames=n_iter // 3)"
]
},
{