L2范数惩罚项,高维线性回归
2024-08-26 18:07:02
%matplotlib inline
import mxnet
from mxnet import nd,autograd
from mxnet import gluon,init
from mxnet.gluon import data as gdata,loss as gloss,nn
import gluonbook as gb n_train, n_test, num_inputs = 20,100,200 true_w = nd.ones((num_inputs, 1)) * 0.01
true_b = 0.05 features = nd.random.normal(shape=(n_train+n_test, num_inputs))
labels = nd.dot(features,true_w) + true_b
labels += nd.random.normal(scale=0.01, shape=labels.shape) train_feature = features[:n_train,:]
test_feature = features[n_train:,:]
train_labels = labels[:n_train]
test_labels = labels[n_train:] #print(features,train_feature,test_feature) # 初始化模型参数
def init_params():
w = nd.random.normal(scale=1, shape=(num_inputs, 1))
b = nd.zeros(shape=(1,))
w.attach_grad()
b.attach_grad()
return [w,b] # 定义,训练,测试 batch_size = 1
num_epochs = 100
lr = 0.03 train_iter = gdata.DataLoader(gdata.ArrayDataset(train_feature,train_labels),batch_size=batch_size,shuffle=True) # 定义网络
def linreg(X, w, b):
return nd.dot(X,w) + b # 损失函数
def squared_loss(y_hat, y):
"""Squared loss."""
return (y_hat - y.reshape(y_hat.shape)) ** 2 / 2 # L2 范数惩罚
def l2_penalty(w):
return (w**2).sum() / 2 def sgd(params, lr, batch_size):
for param in params:
param[:] = param - lr * param.grad / batch_size def fit_and_plot(lambd):
w, b = init_params()
train_ls, test_ls = [], []
for _ in range(num_epochs):
for X, y in train_iter:
with autograd.record():
# 添加了 L2 范数惩罚项。
l = squared_loss(linreg(X, w, b), y) + lambd * l2_penalty(w)
l.backward()
sgd([w, b], lr, batch_size)
train_ls.append(squared_loss(linreg(train_feature, w, b),
train_labels).mean().asscalar())
test_ls.append(squared_loss(linreg(test_feature, w, b),
test_labels).mean().asscalar())
gb.semilogy(range(1, num_epochs + 1), train_ls, 'epochs', 'loss',
range(1, num_epochs + 1), test_ls, ['train', 'test'])
print('L2 norm of w:', w.norm().asscalar())
fit_and_plot(0)
fit_and_plot(3)
训练集太少,容易出现过拟合,即训练集loss远小于测试集loss,解决方案,权重衰减——(L2范数正则化)
例如线性回归:
loss(w1,w2,b) = 1/n * sum(x1w1 + x2w2 + b - y)^2 /2 ,平方损失函数。
权重参数 w = [w1,w2],
新损失函数 loss(w1,w2,b) += lambd / 2n *||w||^2
迭代方程:
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