GD

GjzCVCode

算法部分

# coding:utf-8
'''Gradient desent algo, take F(x) = x^4-3x^3+2 for example'''
def F(x):
    return x**4 - 3 * x**3 + 2
def f_derivative(x):
    return 4 * x**3 - 9 * x**2
    pass
def gd(x_new=None):
    '''
    x_new is the guess number
    '''
    # parameter
    gamma = 0.01  # step size
    precision = 0.00001
    x_old = 0
    # iteration
    while abs(x_new - x_old) > precision:
        x_old = x_new
        x_new = x_old - gamma * f_derivative(x_old)
    return x_new
    pass
if __name__ == '__main__':
    x = gd(2)
    print 'Local minum occurs at', x

测试部分

from gd import *
def test():
    x_guess = 6
    x = gd(x_guess)
    print 'guess x:', x_guess
    print 'x:', x
    print 'function value:', F(x)
    print 'derivative value:', f_derivative(x)
if __name__ == '__main__':
    test()