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| import numpy as np import matplotlib.pyplot as plt
def g(x): return 0.1 * (x ** 3 + x ** 2 + x)
train_x = np.linspace (-2,2,8) train_y =g(train_x)+ np.random.randn(train_x.size) * 0.05
x = np.linspace(-2,2,100) plt.plot(train_x, train_y, 'o') plt.plot(x, g(x), linestyle = 'dashed') plt.ylim(-1, 2) plt.show()
mu = train_x.mean () sigma = train_x.std() def standardize (x): return (x - mu)/ sigma train_z = standardize(train_x)
def to_matrix(x): return np.vstack([ np.ones(x.size), x, x ** 2, x ** 3, x ** 4, x ** 5, x ** 6, x ** 7, x ** 8, x ** 9, x ** 10, ]).T X = to_matrix(train_z)
theta= np.random.randn(X.shape[1])
def f (x): return np.dot (x,theta)
def E(x, y): return 0.5 * np.sum((y - f(x)) ** 2)
ETA = 1e-4
diff = 1
error = E(X,train_y) while diff > 1e-6: theta= theta - ETA * np.dot(f(X) - train_y,X) current_error = E(X,train_y) diff = error - current_error error = current_error
z = standardize(x) plt.plot(train_z, train_y, 'o') plt.plot(z, f(to_matrix(z))) plt.show()
theta1 = theta theta = np.random.randn(X.shape[1])
LAMBDA = 1
diff = 1
error = E(X, train_y) while diff > 1e-6: reg_term = LAMBDA * np.hstack([0, theta[1:]]) theta = theta - ETA *(np.dot(f(X) - train_y,X)+ reg_term) current_error = E(X, train_y) diff = error - current_error error = current_error
plt.plot(train_z,train_y,'o') plt.plot(z,f(to_matrix(z))) plt.show()
theta2 = theta plt.plot(train_z, train_y, 'o')
theta = theta1 plt.plot(z, f(to_matrix(z)), linestyle = 'dashed')
theta = theta2 plt.plot(z, f(to_matrix(z))) plt.show()
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