|
| 1 | +{ |
| 2 | + "cells": [ |
| 3 | + { |
| 4 | + "cell_type": "markdown", |
| 5 | + "metadata": {}, |
| 6 | + "source": [ |
| 7 | + "# Notebook served by Voilà" |
| 8 | + ] |
| 9 | + }, |
| 10 | + { |
| 11 | + "cell_type": "markdown", |
| 12 | + "metadata": {}, |
| 13 | + "source": [ |
| 14 | + "#### Notebook copied from https://github.com/ChakriCherukuri/mlviz" |
| 15 | + ] |
| 16 | + }, |
| 17 | + { |
| 18 | + "cell_type": "markdown", |
| 19 | + "metadata": {}, |
| 20 | + "source": [ |
| 21 | + "<h2>Gradient Descent</h2>\n", |
| 22 | + "* Given a the multi-variable function $\\large {F(x)}$ differentiable in a neighborhood of a point $\\large a$\n", |
| 23 | + "* $\\large F(x)$ decreases fastest if one goes from $\\large a$ in the direction of the negative gradient of $\\large F$ at $\\large a$, $\\large -\\nabla{F(a)}$\n", |
| 24 | + "\n", |
| 25 | + "<h3>Gradient Descent Algorithm:</h3>\n", |
| 26 | + "* Choose a starting point, $\\large x_0$\n", |
| 27 | + "* Choose the sequence $\\large x_0, x_1, x_2, ...$ such that\n", |
| 28 | + "$ \\large x_{n+1} = x_n - \\eta \\nabla(F(x_n) $\n", |
| 29 | + "\n", |
| 30 | + "So convergence of the gradient descent depends on the starting point $\\large x_0$ and the learning rate $\\large \\eta$" |
| 31 | + ] |
| 32 | + }, |
| 33 | + { |
| 34 | + "cell_type": "code", |
| 35 | + "execution_count": null, |
| 36 | + "metadata": {}, |
| 37 | + "outputs": [], |
| 38 | + "source": [ |
| 39 | + "from time import sleep\n", |
| 40 | + "\n", |
| 41 | + "import numpy as np\n", |
| 42 | + "\n", |
| 43 | + "from ipywidgets import *\n", |
| 44 | + "import bqplot.pyplot as plt\n", |
| 45 | + "from bqplot import Toolbar" |
| 46 | + ] |
| 47 | + }, |
| 48 | + { |
| 49 | + "cell_type": "code", |
| 50 | + "execution_count": null, |
| 51 | + "metadata": {}, |
| 52 | + "outputs": [], |
| 53 | + "source": [ |
| 54 | + "f = lambda x: np.exp(-x) * np.sin(5 * x)\n", |
| 55 | + "df = lambda x: -np.exp(-x) * np.sin(5 * x) + 5 * np.cos(5 *x) * np.exp(-x)" |
| 56 | + ] |
| 57 | + }, |
| 58 | + { |
| 59 | + "cell_type": "code", |
| 60 | + "execution_count": null, |
| 61 | + "metadata": {}, |
| 62 | + "outputs": [], |
| 63 | + "source": [ |
| 64 | + "x = np.linspace(0.5, 2.5, 500)\n", |
| 65 | + "y = f(x)" |
| 66 | + ] |
| 67 | + }, |
| 68 | + { |
| 69 | + "cell_type": "code", |
| 70 | + "execution_count": null, |
| 71 | + "metadata": {}, |
| 72 | + "outputs": [], |
| 73 | + "source": [ |
| 74 | + "def update_sol_path(x, y):\n", |
| 75 | + " with sol_path.hold_sync():\n", |
| 76 | + " sol_path.x = x\n", |
| 77 | + " sol_path.y = y\n", |
| 78 | + " \n", |
| 79 | + " with sol_points.hold_sync():\n", |
| 80 | + " sol_points.x = x\n", |
| 81 | + " sol_points.y = y" |
| 82 | + ] |
| 83 | + }, |
| 84 | + { |
| 85 | + "cell_type": "code", |
| 86 | + "execution_count": null, |
| 87 | + "metadata": {}, |
| 88 | + "outputs": [], |
| 89 | + "source": [ |
| 90 | + "def gradient_descent(x0, f, df, eta=.1, tol=1e-6, num_iters=10):\n", |
| 91 | + " x = [x0]\n", |
| 92 | + " i = 0\n", |
| 93 | + " \n", |
| 94 | + " while i < num_iters:\n", |
| 95 | + " x_prev = x[-1]\n", |
| 96 | + " grad = df(x_prev)\n", |
| 97 | + " x_curr = x_prev - eta * grad\n", |
| 98 | + " x.append(x_curr)\n", |
| 99 | + " sol_lbl.value = sol_lbl_tmpl.format(x_curr)\n", |
| 100 | + " sleep(.5)\n", |
| 101 | + " \n", |
| 102 | + " update_sol_path(x, [f(i) for i in x])\n", |
| 103 | + " \n", |
| 104 | + " if np.abs(x_curr - x_prev) < tol:\n", |
| 105 | + " break\n", |
| 106 | + " i += 1" |
| 107 | + ] |
| 108 | + }, |
| 109 | + { |
| 110 | + "cell_type": "code", |
| 111 | + "execution_count": null, |
| 112 | + "metadata": { |
| 113 | + "scrolled": false |
| 114 | + }, |
| 115 | + "outputs": [], |
| 116 | + "source": [ |
| 117 | + "txt_layout = Layout(width='150px')\n", |
| 118 | + "x0_box = FloatText(description='x0', layout=txt_layout, value=2.4)\n", |
| 119 | + "eta_box = FloatText(description='Learning Rate', \n", |
| 120 | + " style={'description_width':'initial'}, \n", |
| 121 | + " layout=txt_layout, value=.1)\n", |
| 122 | + "\n", |
| 123 | + "go_btn = Button(description='GO', button_style='success', layout=Layout(width='50px'))\n", |
| 124 | + "reset_btn = Button(description='Reset', button_style='success', layout=Layout(width='100px'))\n", |
| 125 | + "\n", |
| 126 | + "sol_lbl_tmpl = 'x = {:.4f}'\n", |
| 127 | + "sol_lbl = Label()\n", |
| 128 | + "# sol_lbl.layout.width = '300px'\n", |
| 129 | + "\n", |
| 130 | + "# plot of curve and solution\n", |
| 131 | + "fig_layout = Layout(width='720px', height='500px')\n", |
| 132 | + "fig = plt.figure(layout=fig_layout, title='Gradient Descent', display_toolbar=True)\n", |
| 133 | + "fig.pyplot = Toolbar(figure=fig)\n", |
| 134 | + "\n", |
| 135 | + "curve = plt.plot(x, y, colors=['dodgerblue'], stroke_width=2)\n", |
| 136 | + "sol_path = plt.plot([], [], colors=['#ccc'], opacities=[.7])\n", |
| 137 | + "sol_points = plt.plot([], [], 'mo', default_size=20)\n", |
| 138 | + "\n", |
| 139 | + "def optimize():\n", |
| 140 | + " f.marks = [curve]\n", |
| 141 | + " gradient_descent(x0_box.value, f, df, eta=eta_box.value)\n", |
| 142 | + "\n", |
| 143 | + "def reset():\n", |
| 144 | + " curve.scales['x'].min = .4\n", |
| 145 | + " curve.scales['x'].max = 2.5\n", |
| 146 | + " \n", |
| 147 | + " curve.scales['y'].min = -.5\n", |
| 148 | + " curve.scales['y'].max = .4\n", |
| 149 | + " sol_path.x = sol_path.y = []\n", |
| 150 | + " sol_points.x = sol_points.y = []\n", |
| 151 | + " sol_lbl.value = ''\n", |
| 152 | + " \n", |
| 153 | + "go_btn.on_click(lambda btn: optimize())\n", |
| 154 | + "reset_btn.on_click(lambda btn: reset())\n", |
| 155 | + "\n", |
| 156 | + "final_fig = VBox([fig, fig.pyplot], \n", |
| 157 | + " layout=Layout(overflow_x='hidden'))\n", |
| 158 | + "HBox([final_fig, VBox([x0_box, eta_box, go_btn, reset_btn, sol_lbl])])" |
| 159 | + ] |
| 160 | + }, |
| 161 | + { |
| 162 | + "cell_type": "code", |
| 163 | + "execution_count": null, |
| 164 | + "metadata": {}, |
| 165 | + "outputs": [], |
| 166 | + "source": [] |
| 167 | + }, |
| 168 | + { |
| 169 | + "cell_type": "code", |
| 170 | + "execution_count": null, |
| 171 | + "metadata": {}, |
| 172 | + "outputs": [], |
| 173 | + "source": [] |
| 174 | + } |
| 175 | + ], |
| 176 | + "metadata": { |
| 177 | + "kernelspec": { |
| 178 | + "display_name": "Python 3", |
| 179 | + "language": "python", |
| 180 | + "name": "python3" |
| 181 | + }, |
| 182 | + "language_info": { |
| 183 | + "codemirror_mode": { |
| 184 | + "name": "ipython", |
| 185 | + "version": 3 |
| 186 | + }, |
| 187 | + "file_extension": ".py", |
| 188 | + "mimetype": "text/x-python", |
| 189 | + "name": "python", |
| 190 | + "nbconvert_exporter": "python", |
| 191 | + "pygments_lexer": "ipython3", |
| 192 | + "version": "3.8.0" |
| 193 | + } |
| 194 | + }, |
| 195 | + "nbformat": 4, |
| 196 | + "nbformat_minor": 1 |
| 197 | +} |
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