# %% # import all necessary modules import numpy as np import matplotlib.pyplot as plt from IPython import display display.set_matplotlib_formats('svg') # %% # define a range for x x = np.linspace(-2, 2, 2001) # function (as a function) def fx(x): return 3*x**2 - 3*x + 4 # derivative function def deriv(x): return 6*x - 3 # %% # G.D. using a fixed learning rate # random starting point localmin = np.random.choice(x,1) initial = localmin[:] # store the initial value # learning parameters learning_rate = 0.01 training_epochs = 50 # run through training and stroe all the results modelparamsFixed = np.zeros((training_epochs,3)) for i in range(training_epochs): # compute gradient grad = deriv(localmin) # non-adaptive learning rate lr = learning_rate # update the local minimum localmin = localmin - lr * grad # store the parameters modelparamsFixed[i, 0] = localmin modelparamsFixed[i, 1] = grad modelparamsFixed[i, 2] = lr # %% # G.D. using a gradient-based learning rate localmin = np.random.choice(x,1) initval = localmin[:] # store the initial value # learning parameters learning_rate = 0.01 training_epochs = 50 # run through training and stroe all the results modelparamsGrad = np.zeros((training_epochs,3)) for i in range(training_epochs): # compute gradient grad = deriv(localmin) # adapt the learning rate according to the gradient lr = learning_rate*np.abs(grad) # update parameter according to the gradient localmin = localmin - lr * grad # store the parameters modelparamsGrad[i, 0] = localmin modelparamsGrad[i, 1] = grad modelparamsGrad[i, 2] = lr # %% # G. D. using a time-based learning rate # redefine parameters learning_rate = 0.1 localmin = initval # run through training and store all the results modelparamsTime = np.zeros((training_epochs,3)) for i in range(training_epochs): # compute gradient grad = deriv(localmin) # adapt the learning rate according to the iteration lr = learning_rate*(1-(i+1)/training_epochs) # update parameter according to the gradient localmin = localmin - lr * grad # store the parameters modelparamsTime[i, 0] = localmin modelparamsTime[i, 1] = grad modelparamsTime[i, 2] = lr # %% # plot the results fig, ax = plt.subplots(1, 3, figsize=(12, 3)) # generate the plots for i in range(3): ax[i].plot(modelparamsFixed[:, i], 'o-', markerfacecolor='w') ax[i].plot(modelparamsGrad[:, i], 'o-', markerfacecolor='w') ax[i].plot(modelparamsTime[:, i], 'o-',markerfacecolor='w') ax[i].set_xlabel('Iteration') ax[0].set_ylabel('Local minimum') ax[1].set_ylabel('Derivative') ax[2].set_ylabel('Learning rate') ax[2].legend(['Fixed l.r.','Grad-based l.r','Time-based l.r.']) plt.tight_layout() plt.show() # %% # plot the function and its derivative # define a range for x x = np.linspace(-2, 2, 2001) # plotting plt.plot(x,fx(x), x, deriv(x)) plt.xlim(x[[0,-1]]) plt.grid() plt.xlabel('x') plt.ylabel('f(x)') plt.legend(['y','dy']) plt.show() # %% # random starting point localmin = np.random.choice(x,1) print(localmin) # learning parameters learning_rate = 0.01 training_epochs = 100 # run through training for i in range(training_epochs): grad = deriv(localmin) localmin = localmin - learning_rate * grad print(localmin) # %% # plot the result plt.plot(x,fx(x), x, deriv(x)) plt.plot(localmin, deriv(localmin), 'ro') plt.plot(localmin, fx(localmin), 'ro') plt.xlim(x[[0,-1]]) plt.grid() plt.xlabel('x') plt.ylabel('f(x)') plt.legend(['f(x)','df','f(x) min']) plt.title('Emprical local minimum: %s'%localmin[0]) plt.show() # %% # random starting point localmin = np.random.choice(x,1) print(localmin) # learning parameters learning_rate = 0.0001 training_epochs = 100 # run through training for i in range(training_epochs): learning_rate += 0.00001 grad = deriv(localmin) localmin = localmin - learning_rate * grad print(localmin) # %% # plot the result plt.plot(x,fx(x), x, deriv(x)) plt.plot(localmin, deriv(localmin), 'ro') plt.plot(localmin, fx(localmin), 'ro') plt.xlim(x[[0,-1]]) plt.grid() plt.xlabel('x') plt.ylabel('f(x)') plt.legend(['f(x)','df','f(x) min']) plt.title('Emprical local minimum: %s'%localmin[0]) plt.show() # %% # random starting point localmin = np.random.choice(x,1) # learning parameters learning_rate = 0.01 training_epochs = 100 # run through training and store all the results modelparams = np.zeros((training_epochs,2)) for i in range(training_epochs): grad = deriv(localmin) localmin = localmin - learning_rate * grad #modelparams[i,:] = localmin,grad modelparams[i, 0] = localmin modelparams[i, 1] = grad # %% # Plot the gradient over iterations fig, ax = plt.subplots(1, 2, figsize=(12, 4)) for i in range(2): ax[i].plot(modelparams[:, i], 'o-') ax[i].set_xlabel('Iteration') ax[i].set_title(f'Final estimated minimum: {localmin[0]:.5f}') ax[0].set_ylabel('Local minimum') ax[1].set_ylabel('Derivative') plt.show()