|
| 1 | +import numpy as np |
| 2 | +import matplotlib.pyplot as plt |
| 3 | + |
| 4 | +# Linear Regression using Gradient Descent (Full-Batch and SGD) |
| 5 | + |
| 6 | +# Dataset |
| 7 | +x = np.array([0, 1, 2, 3, 4, 5, 6, 7, 8, 9]) |
| 8 | +y = np.array([1, 3, 2, 5, 7, 8, 8, 9, 10, 12]) |
| 9 | + |
| 10 | +# Gradient Descent Function |
| 11 | +def gradient_descent(x, y, lr=0.01, epochs=10000, tolerance=1e-6, stochastic=False): |
| 12 | + b0, b1 = 0, 0 |
| 13 | + n = len(x) |
| 14 | + |
| 15 | + for epoch in range(epochs): |
| 16 | + if stochastic: |
| 17 | + # Stochastic (single sample) |
| 18 | + i = np.random.randint(0, n) |
| 19 | + xi, yi = x[i], y[i] |
| 20 | + y_pred = b0 + b1 * xi |
| 21 | + b0_grad = -(yi - y_pred) |
| 22 | + b1_grad = -(yi - y_pred) * xi |
| 23 | + else: |
| 24 | + # Batch Gradient Descent |
| 25 | + y_pred = b0 + b1 * x |
| 26 | + b0_grad = -np.sum(y - y_pred) / n |
| 27 | + b1_grad = -np.sum((y - y_pred) * x) / n |
| 28 | + |
| 29 | + # Update parameters |
| 30 | + b0_new = b0 - lr * b0_grad |
| 31 | + b1_new = b1 - lr * b1_grad |
| 32 | + |
| 33 | + # Check convergence |
| 34 | + if abs(b0_new - b0) < tolerance and abs(b1_new - b1) < tolerance: |
| 35 | + break |
| 36 | + |
| 37 | + b0, b1 = b0_new, b1_new |
| 38 | + |
| 39 | + return b0, b1 |
| 40 | + |
| 41 | + |
| 42 | +# Full-Batch Gradient Descent |
| 43 | +b0_gd, b1_gd = gradient_descent(x, y, lr=0.01, epochs=10000, stochastic=False) |
| 44 | +y_pred_gd = b0_gd + b1_gd * x |
| 45 | + |
| 46 | +# Stochastic Gradient Descent |
| 47 | +b0_sgd, b1_sgd = gradient_descent(x, y, lr=0.01, epochs=10000, stochastic=True) |
| 48 | +y_pred_sgd = b0_sgd + b1_sgd * x |
| 49 | + |
| 50 | +# Compute metrics |
| 51 | +SST = np.sum((y - np.mean(y))**2) |
| 52 | +SSE_gd = np.sum((y - y_pred_gd)**2) |
| 53 | +SSE_sgd = np.sum((y - y_pred_sgd)**2) |
| 54 | +R2_gd = 1 - (SSE_gd / SST) |
| 55 | +R2_sgd = 1 - (SSE_sgd / SST) |
| 56 | + |
| 57 | +# Print results |
| 58 | +print("=== Gradient Descent (Full-Batch) ===") |
| 59 | +print(f"Intercept (b0): {b0_gd:.4f}, Slope (b1): {b1_gd:.4f}") |
| 60 | +print(f"SSE: {SSE_gd:.4f}, R²: {R2_gd:.4f}") |
| 61 | + |
| 62 | +print("\n=== Gradient Descent (Stochastic) ===") |
| 63 | +print(f"Intercept (b0): {b0_sgd:.4f}, Slope (b1): {b1_sgd:.4f}") |
| 64 | +print(f"SSE: {SSE_sgd:.4f}, R²: {R2_sgd:.4f}") |
| 65 | + |
| 66 | +# Plot comparison |
| 67 | +plt.scatter(x, y, color="blue", label="Data") |
| 68 | +plt.plot(x, y_pred_gd, "g--", label="Batch Gradient Descent") |
| 69 | +plt.plot(x, y_pred_sgd, "m:", label="Stochastic GD") |
| 70 | +plt.xlabel("x") |
| 71 | +plt.ylabel("y") |
| 72 | +plt.legend() |
| 73 | +plt.title("Linear Regression using Gradient Descent (Batch & Stochastic)") |
| 74 | +plt.show() |
0 commit comments