Skip to content
Open
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
Original file line number Diff line number Diff line change
@@ -1,32 +1,33 @@
import numpy as np

def gradient_descent(X, y, weights, learning_rate, n_iterations, batch_size=1, method='batch'):
m = len(y)

def gradient_descent(
X: np.ndarray,
y: np.ndarray,
weights: np.ndarray,
learning_rate: float,
n_iterations: int,
batch_size: int = 1,
method: str = "batch",
) -> np.ndarray:
m: int = X.shape[0]
n: int = X.shape[1]
w = np.zeros((n, 1))

match method:
case "batch":
batch_size: int = m
case "stochastic":
batch_size: int = 1
case "mini_batch":
batch_size: int = batch_size
case _:
return w

for _ in range(n_iterations):
if method == 'batch':
# Calculate the gradient using all data points
predictions = X.dot(weights)
errors = predictions - y
gradient = 2 * X.T.dot(errors) / m
weights = weights - learning_rate * gradient

elif method == 'stochastic':
# Update weights for each data point individually
for i in range(m):
prediction = X[i].dot(weights)
error = prediction - y[i]
gradient = 2 * X[i].T.dot(error)
weights = weights - learning_rate * gradient

elif method == 'mini_batch':
# Update weights using sequential batches of data points without shuffling
for i in range(0, m, batch_size):
X_batch = X[i:i+batch_size]
y_batch = y[i:i+batch_size]
predictions = X_batch.dot(weights)
errors = predictions - y_batch
gradient = 2 * X_batch.T.dot(errors) / batch_size
weights = weights - learning_rate * gradient

return weights
for i in range(0, m, batch_size):
x_batch = X[i : min(i + batch_size, m), :]
y_batch = y[i : min(i + batch_size, m)]
y_hat = x_batch @ w
derivative = x_batch.T @ (y_hat.reshape((-1, 1)) - y_batch.reshape((-1, 1)))
w = w - 2 * learning_rate / batch_size * derivative
return w.flatten()