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February 13, 2020 15:19
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Linear Regression Gradient Descent Python
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class LinearRegressionGD(object): | |
def __init__(self, l_rate = 0.1, n_iter =10000): | |
self.l_rate = l_rate | |
self.n_iter = n_iter | |
def fit(self, X, y, theta): | |
self.theta = theta | |
X_value = X[:,1].reshape(-1, 1) | |
const = self.l_rate*(1/X.shape[0]) | |
for i in range(0, self.n_iter): | |
h = X.dot(self.theta) | |
self.theta[0] = self.theta[0]-const*sum(h-y) | |
self.theta[1] = self.theta[1]-const*sum((h-y).transpose().dot(X_value)) | |
return self.theta | |
def predict(self, X): | |
X_test = X[:, 1] | |
predict_value = X_test*self.theta[1]+self.theta[0] | |
return predict_value |
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