Batch gradient descent and stochastic gradient descent











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I'm trying to implement logistic regression and I believe my batch gradient descent is correct or at least it works well enough to give me decent accuracy for the dataset I'm using. When I use stochastic gradient descent I'm getting really poor accuracy so I'm not sure if it's my learning rate, epochs or just my code is incorrect. Also I'm wondering how would I add regularization to both of these? Do I add a variable lambda and multiply it by the learning rate or is the more to it?



BGD:



def batch_gradient(df, weights, bias, lr, epochs):
X = df.values
y = X[:,:1]
X = X[:,1:]
length = X.shape[0]
for i in range(epochs):
output = (sigmoid((np.dot(weights, X.T)+bias)))
weights_tmp = (1/length) * (np.dot(X.T, (output - y.T).T))
bias_tmp = (1/length) * (np.sum(output - y.T))

weights -= (lr * (weights_tmp.T))
bias -= (lr * bias_tmp)

return weights, bias


SGD:



def stochastic_gradient(df, weights, bias, lr, epochs):
x_matrix = df.values
for i in range(epochs):
np.random.shuffle(x_matrix)
x_instance = x_matrix[np.random.choice(x_matrix.shape[0], 1, replace=True)]
y = x_instance[:,:1]

output = sigmoid(np.dot(weights, x_instance[:,1:].T) + bias)
weights_tmp = lr * np.dot(x_instance[:,1:].T, ((output - y)))

weights = (weights - weights_tmp.T)
bias -= lr * (output - y)

return weights, bias









share|improve this question




























    up vote
    1
    down vote

    favorite












    I'm trying to implement logistic regression and I believe my batch gradient descent is correct or at least it works well enough to give me decent accuracy for the dataset I'm using. When I use stochastic gradient descent I'm getting really poor accuracy so I'm not sure if it's my learning rate, epochs or just my code is incorrect. Also I'm wondering how would I add regularization to both of these? Do I add a variable lambda and multiply it by the learning rate or is the more to it?



    BGD:



    def batch_gradient(df, weights, bias, lr, epochs):
    X = df.values
    y = X[:,:1]
    X = X[:,1:]
    length = X.shape[0]
    for i in range(epochs):
    output = (sigmoid((np.dot(weights, X.T)+bias)))
    weights_tmp = (1/length) * (np.dot(X.T, (output - y.T).T))
    bias_tmp = (1/length) * (np.sum(output - y.T))

    weights -= (lr * (weights_tmp.T))
    bias -= (lr * bias_tmp)

    return weights, bias


    SGD:



    def stochastic_gradient(df, weights, bias, lr, epochs):
    x_matrix = df.values
    for i in range(epochs):
    np.random.shuffle(x_matrix)
    x_instance = x_matrix[np.random.choice(x_matrix.shape[0], 1, replace=True)]
    y = x_instance[:,:1]

    output = sigmoid(np.dot(weights, x_instance[:,1:].T) + bias)
    weights_tmp = lr * np.dot(x_instance[:,1:].T, ((output - y)))

    weights = (weights - weights_tmp.T)
    bias -= lr * (output - y)

    return weights, bias









    share|improve this question


























      up vote
      1
      down vote

      favorite









      up vote
      1
      down vote

      favorite











      I'm trying to implement logistic regression and I believe my batch gradient descent is correct or at least it works well enough to give me decent accuracy for the dataset I'm using. When I use stochastic gradient descent I'm getting really poor accuracy so I'm not sure if it's my learning rate, epochs or just my code is incorrect. Also I'm wondering how would I add regularization to both of these? Do I add a variable lambda and multiply it by the learning rate or is the more to it?



      BGD:



      def batch_gradient(df, weights, bias, lr, epochs):
      X = df.values
      y = X[:,:1]
      X = X[:,1:]
      length = X.shape[0]
      for i in range(epochs):
      output = (sigmoid((np.dot(weights, X.T)+bias)))
      weights_tmp = (1/length) * (np.dot(X.T, (output - y.T).T))
      bias_tmp = (1/length) * (np.sum(output - y.T))

      weights -= (lr * (weights_tmp.T))
      bias -= (lr * bias_tmp)

      return weights, bias


      SGD:



      def stochastic_gradient(df, weights, bias, lr, epochs):
      x_matrix = df.values
      for i in range(epochs):
      np.random.shuffle(x_matrix)
      x_instance = x_matrix[np.random.choice(x_matrix.shape[0], 1, replace=True)]
      y = x_instance[:,:1]

      output = sigmoid(np.dot(weights, x_instance[:,1:].T) + bias)
      weights_tmp = lr * np.dot(x_instance[:,1:].T, ((output - y)))

      weights = (weights - weights_tmp.T)
      bias -= lr * (output - y)

      return weights, bias









      share|improve this question















      I'm trying to implement logistic regression and I believe my batch gradient descent is correct or at least it works well enough to give me decent accuracy for the dataset I'm using. When I use stochastic gradient descent I'm getting really poor accuracy so I'm not sure if it's my learning rate, epochs or just my code is incorrect. Also I'm wondering how would I add regularization to both of these? Do I add a variable lambda and multiply it by the learning rate or is the more to it?



      BGD:



      def batch_gradient(df, weights, bias, lr, epochs):
      X = df.values
      y = X[:,:1]
      X = X[:,1:]
      length = X.shape[0]
      for i in range(epochs):
      output = (sigmoid((np.dot(weights, X.T)+bias)))
      weights_tmp = (1/length) * (np.dot(X.T, (output - y.T).T))
      bias_tmp = (1/length) * (np.sum(output - y.T))

      weights -= (lr * (weights_tmp.T))
      bias -= (lr * bias_tmp)

      return weights, bias


      SGD:



      def stochastic_gradient(df, weights, bias, lr, epochs):
      x_matrix = df.values
      for i in range(epochs):
      np.random.shuffle(x_matrix)
      x_instance = x_matrix[np.random.choice(x_matrix.shape[0], 1, replace=True)]
      y = x_instance[:,:1]

      output = sigmoid(np.dot(weights, x_instance[:,1:].T) + bias)
      weights_tmp = lr * np.dot(x_instance[:,1:].T, ((output - y)))

      weights = (weights - weights_tmp.T)
      bias -= lr * (output - y)

      return weights, bias






      python numpy pandas






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      edited Nov 26 at 4:19









      Jamal

      30.2k11115226




      30.2k11115226










      asked Nov 26 at 0:53









      jj2593

      61




      61



























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