技術標籤：機器學習機器學習大資料

程式碼

#include<iostream>
#include<random>

using namespace std;

double w = 0;//y=w*x+b，初始w
double b = 0;//y=w*x+b，初始b
double true_w = 10.0;//真實w
double true_b = 10.0;//真實b
double alpha = 0.3;//步長
int samples = 1000;//樣本數

double* x = new double[samples];//樣本特徵
double* y = new double[samples]
 
;//樣本標籤


/*
* 函式：生成資料
* 輸入：無
* 輸出：無
*/
void generator()
{
	default_random_engine gen;//隨機數
	normal_distribution<double>normal(0.01, 0.01);//正態分佈
	for (int i = 0; i < samples; i++) {
		x[i] = rand() * 1.0 / RAND_MAX;//x取值為[0,1]
		y[i] = true_w * x[i] + true_b + normal(gen);//根據x計算y
	}
}


/*
* 函式：隨機梯度下降
* 輸入：特徵值x，標籤y
* 輸出：w、b的預測值
*/
 

void SGD(double* x, double* y)
{
	for (int i = 0; i < samples; i++) {
		double TempW = w - 2 * alpha * x[i] * (w * x[i] + b - y[i]);//求導
		double TempB = b - 2 * alpha * (w * x[i] + b - y[i]);//求導
		w = TempW;//更新
		b = TempB;//更新
	}
	cout << "w=" << w << "  b=" <<
 
 b << endl;
}


/*
* 函式：批量梯度下降
* 輸入：特徵值x，標籤y，停止求解的閾值dert
* 輸出：w、b的預測值
*/
void BGD(double* x, double* y, double dert)
{
	double TempW = 0;
	double tempB = 0;

	while (1) {
		double RcdW = w;
		double RcdB = b;

		for (int i = 0; i < samples; i++) {
			TempW += 2 * x[i] * (w * x[i] + b - y[i]);//導數累加
			tempB += 2 * (w * x[i] + b - y[i]);//導數累加
		}
		w -= alpha * TempW / (2.0 * samples);//更新
		b -= alpha * tempB / (2.0 * samples);//更新
		if (abs(RcdW - w) < dert && abs(RcdB - b) < dert)break;
	}
	cout << "w=" << w << "  b=" << b << endl;
}


/*
* 函式：批量梯度下降
* 輸入：特徵值x，標籤y，每批數量
* 輸出：w、b的預測值
*/
void MBGD(double* x, double* y, int batch)
{
	for (int i = 0; i < samples / batch; i++) {
		double TempW = 0;
		double TempB = 0;
		for (int j = 0; j < batch; j++) {
			int k = i * batch + j;
			TempW += 2 * x[k] * (w * x[k] + b - y[k]);//導數累加
			TempB += 2 * (w * x[k] + b - y[k]);//導數累加
		}
		w -= alpha * TempW / (2.0 * samples);//更新
		b -= alpha * TempB / (2.0 * samples);//更新
	}
	cout << "w=" << w << "  b=" << b << endl;
}

int main(){

	generator();
	SGD(x, y);

	generator();
	BGD(x, y, 0.001);

	generator();
	MBGD(x, y, 10);

	system("pause");
}

結果

最後的求解結果還行，記錄一下。