Description
Build a Linear Regression Model for a given dataset using Gradient Descent
(NumPy and data visualization packages are allowed.)
(Existing Linear Regression Model from any library/package is NOT allowed!)
1. Import numpy and matplotlib.pyplot first in your python code
Installation could be done by pip3 (e.g. “pip3 install numpy”)
e.g.
import numpy as np
import matplotlib.pyplot as plt
2. Generate data samples: generate 10 pair of data samples that satisfying
Y=2*X +50+ a small random number
e.g.
import numpy as np
x_data = np.array([35., 38., 31., 20., 22., 25., 17., 60., 8., 60.])
y_data = 2*x_data+50+5*np.random.random()
X could be within any range, stored as an array (using numpy.array)
3. Plot the landscape of the loss function.(2pts)
For example, the following code will print the landscape of Z[i][j]. Z is the loss function value of different ww and bb values.
X_data and y_data are the arrays of your samples.
e.g.
bb = np.arange(0,100,1) #bias
ww = np.arange(-5, 5,0.1) #weight
Z = np.zeros((len(bb),len(ww)))
for i in range(len(bb)):
for j in range(len(ww)):
b = bb[i]
w = ww[j]
Z[j][i] = 0
for n in range(len(x_data)):
Z[j][i] = Z[j][i] + (w*x_data[n]+b – y_data[n])**2 # this is the loss
Z[j][i] = Z[j][i]/len(x_data)
4. Build a linear regression model that minimizing the loss for the given dataset using “gradient descent” algorithm introducedin lecture2.(4pts)
Randomly pick some weights to start the “gradient descent” process.
e.g.
b = 0 # initial b
w = 0 # initial w
Explain how your gradient descent process was terminated (e.g. by testing convergence or finishing certain number of iterations) and explain all threshold values you used in your report.(1pt)
5. Test different values of the learning rate “lr”and different number of iterations/convergence threshold values.
Explain how these values affect your program in your report.(1pts)
e.g.
lr = 0.0001 # example learning rate
iteration = 10000# example iteration number
6. Track the change of the weight values (w and b) from each iteration and plot all the values out. (2pts)
e.g.
# Store parameters for plotting
b_history = [b]
w_history = [w]
# model by gradient descent
#…
b_history.append(b)
w_history.append(w)
#…
plt.plot(b_history, w_history, ‘o-‘, ms=3, lw=1.5,color=’black’)
Example track change figure:
7. Bonus (up to 2pts)
Compare the prediction result using your model with the given target values (Y values)
Or
Any other type of model performance testing.
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Submit your report and your code in two different files.
Please include the figure of your plot in your report.
e.g.
Assignment1_FengJiang.doc/.pdf (this is the report)
Assignment1_FengJiang.py (this is the code. only “.py” files accepted.)
