# %% # import all necessary modules import numpy as np import matplotlib.pyplot as plt import matplotlib_inline matplotlib_inline.backend_inline.set_matplotlib_formats('svg') # %% # Gradient descent in 1D def fx(x): return np.cos(2*np.pi*x) + x**2 # derivative function def deriv(x): return -2*(np.pi*np.sin(2*np.pi*x)-x) # %% # plot the function and its derivative # define a range for x x = np.linspace(-1, 1, 2001) # ploting 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) # 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,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('Iterations') ax[i].set_title(f'Final estimated minimum: {localmin[0]:.5f}') ax[0].set_xlabel('Local minimum') ax[1].set_ylabel('Derivative') plt.show() # %% # random starting point localmin = np.array([0]) # 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,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('Iterations') ax[i].set_title(f'Final estimated minimum: {localmin[0]:.5f}') ax[0].set_xlabel('Local minimum') ax[1].set_ylabel('Derivative') plt.show() # %%