completed part 2 implementing gradient descent

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2019-07-20 23:21:32 +01:00
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import numpy as np
from data_prep import features, targets, features_test, targets_test
def sigmoid(x):
"""
Calculate sigmoid
"""
return 1 / (1 + np.exp(-x))
# TODO: We haven't provided the sigmoid_prime function like we did in
# the previous lesson to encourage you to come up with a more
# efficient solution. If you need a hint, check out the comments
# in solution.py from the previous lecture.
# Use to same seed to make debugging easier
np.random.seed(42)
n_records, n_features = features.shape
last_loss = None
# Initialize weights
weights = np.random.normal(scale=1 / n_features**.5, size=n_features)
# Neural Network hyperparameters
epochs = 1000
learnrate = 0.5
for e in range(epochs):
del_w = np.zeros(weights.shape)
for x, y in zip(features.values, targets):
# Loop through all records, x is the input, y is the target
# Note: We haven't included the h variable from the previous
# lesson. You can add it if you want, or you can calculate
# the h together with the output
# TODO: Calculate the output (y hat)
output = sigmoid(np.dot(x, weights))
# TODO: Calculate the error
error = y - output
# TODO: Calculate the error term
error_term = error * output * (1 - output)
# TODO: Calculate the change in weights for this sample
# and add it to the total weight change
del_w += error_term * x
# TODO: Update weights using the learning rate and the average change in
# weights
weights += learnrate * del_w / n_records
# Printing out the mean square error on the training set
if e % (epochs / 10) == 0:
out = sigmoid(np.dot(features, weights))
loss = np.mean((out - targets) ** 2)
if last_loss and last_loss < loss:
print("Train loss: ", loss, " WARNING - Loss Increasing")
else:
print("Train loss: ", loss)
last_loss = loss
# Calculate accuracy on test data
tes_out = sigmoid(np.dot(features_test, weights))
predictions = tes_out > 0.5
accuracy = np.mean(predictions == targets_test)
print("Prediction accuracy: {:.3f}".format(accuracy))