梯度下降算法Python简单试验

使用随机梯度下降算法简单实现了求解函数f(x,y) = x^2 + y^2 最小值

 1 from matplotlib import pyplot as plt
 2 import numpy as np
 3 from mpl_toolkits.mplot3d import Axes3D
 4 
 5 fig = plt.figure()
 6 
 7 def partialDerivative(xy):
 8     return np.array([2*xy[0], 2*xy[1]])
 9 
10 def f(xy):
11     return xy[0] **2 + xy[1] **2
12 
13 xy=np.array([100,200])
14 z = f(xy)
15 step=0.1
16 delta = 0.0001
17 i=0
18 while(i<1000):
19     fxy = partialDerivative(xy)
20     fxy = fxy * (-step)
21 
22     xy = xy + fxy
23 
24     zxy = f(xy)
25     if zxy - z < delta and z - zxy < delta:
26         break
27 
28     z = zxy
29     print(i,fxy,xy,z)
30     i+=1
31  
32 print (xy,z)