Batch Gradient Descent with Linear Regression

Create Random Dataset

In [20]:
import numpy as np

np.random.seed(42)

X = 2*np.random.rand(100, 1)
Y = 4 + 3 * X + np.random.randn(100, 1)

Train Model

In [37]:
from sklearn.linear_model import SGDRegressor

epoch_number = 50

model = SGDRegressor(tol=1e-3, penalty=None, eta0=0.1)
# tolerance, 0.001
# no regularization
# initial learning rate, 0.1

for epoch in range(epoch_number):
        model.partial_fit(X, Y)
/opt/anaconda3/lib/python3.7/site-packages/sklearn/utils/validation.py:724: DataConversionWarning: A column-vector y was passed when a 1d array was expected. Please change the shape of y to (n_samples, ), for example using ravel().
  y = column_or_1d(y, warn=True)
/opt/anaconda3/lib/python3.7/site-packages/sklearn/utils/validation.py:724: DataConversionWarning: A column-vector y was passed when a 1d array was expected. Please change the shape of y to (n_samples, ), for example using ravel().
  y = column_or_1d(y, warn=True)
/opt/anaconda3/lib/python3.7/site-packages/sklearn/utils/validation.py:724: DataConversionWarning: A column-vector y was passed when a 1d array was expected. Please change the shape of y to (n_samples, ), for example using ravel().
  y = column_or_1d(y, warn=True)
/opt/anaconda3/lib/python3.7/site-packages/sklearn/utils/validation.py:724: DataConversionWarning: A column-vector y was passed when a 1d array was expected. Please change the shape of y to (n_samples, ), for example using ravel().
  y = column_or_1d(y, warn=True)
/opt/anaconda3/lib/python3.7/site-packages/sklearn/utils/validation.py:724: DataConversionWarning: A column-vector y was passed when a 1d array was expected. Please change the shape of y to (n_samples, ), for example using ravel().
  y = column_or_1d(y, warn=True)
/opt/anaconda3/lib/python3.7/site-packages/sklearn/utils/validation.py:724: DataConversionWarning: A column-vector y was passed when a 1d array was expected. Please change the shape of y to (n_samples, ), for example using ravel().
  y = column_or_1d(y, warn=True)
/opt/anaconda3/lib/python3.7/site-packages/sklearn/utils/validation.py:724: DataConversionWarning: A column-vector y was passed when a 1d array was expected. Please change the shape of y to (n_samples, ), for example using ravel().
  y = column_or_1d(y, warn=True)
/opt/anaconda3/lib/python3.7/site-packages/sklearn/utils/validation.py:724: DataConversionWarning: A column-vector y was passed when a 1d array was expected. Please change the shape of y to (n_samples, ), for example using ravel().
  y = column_or_1d(y, warn=True)
/opt/anaconda3/lib/python3.7/site-packages/sklearn/utils/validation.py:724: DataConversionWarning: A column-vector y was passed when a 1d array was expected. Please change the shape of y to (n_samples, ), for example using ravel().
  y = column_or_1d(y, warn=True)
/opt/anaconda3/lib/python3.7/site-packages/sklearn/utils/validation.py:724: DataConversionWarning: A column-vector y was passed when a 1d array was expected. Please change the shape of y to (n_samples, ), for example using ravel().
  y = column_or_1d(y, warn=True)
/opt/anaconda3/lib/python3.7/site-packages/sklearn/utils/validation.py:724: DataConversionWarning: A column-vector y was passed when a 1d array was expected. Please change the shape of y to (n_samples, ), for example using ravel().
  y = column_or_1d(y, warn=True)
/opt/anaconda3/lib/python3.7/site-packages/sklearn/utils/validation.py:724: DataConversionWarning: A column-vector y was passed when a 1d array was expected. Please change the shape of y to (n_samples, ), for example using ravel().
  y = column_or_1d(y, warn=True)
/opt/anaconda3/lib/python3.7/site-packages/sklearn/utils/validation.py:724: DataConversionWarning: A column-vector y was passed when a 1d array was expected. Please change the shape of y to (n_samples, ), for example using ravel().
  y = column_or_1d(y, warn=True)
/opt/anaconda3/lib/python3.7/site-packages/sklearn/utils/validation.py:724: DataConversionWarning: A column-vector y was passed when a 1d array was expected. Please change the shape of y to (n_samples, ), for example using ravel().
  y = column_or_1d(y, warn=True)
/opt/anaconda3/lib/python3.7/site-packages/sklearn/utils/validation.py:724: DataConversionWarning: A column-vector y was passed when a 1d array was expected. Please change the shape of y to (n_samples, ), for example using ravel().
  y = column_or_1d(y, warn=True)
/opt/anaconda3/lib/python3.7/site-packages/sklearn/utils/validation.py:724: DataConversionWarning: A column-vector y was passed when a 1d array was expected. Please change the shape of y to (n_samples, ), for example using ravel().
  y = column_or_1d(y, warn=True)
/opt/anaconda3/lib/python3.7/site-packages/sklearn/utils/validation.py:724: DataConversionWarning: A column-vector y was passed when a 1d array was expected. Please change the shape of y to (n_samples, ), for example using ravel().
  y = column_or_1d(y, warn=True)
/opt/anaconda3/lib/python3.7/site-packages/sklearn/utils/validation.py:724: DataConversionWarning: A column-vector y was passed when a 1d array was expected. Please change the shape of y to (n_samples, ), for example using ravel().
  y = column_or_1d(y, warn=True)
/opt/anaconda3/lib/python3.7/site-packages/sklearn/utils/validation.py:724: DataConversionWarning: A column-vector y was passed when a 1d array was expected. Please change the shape of y to (n_samples, ), for example using ravel().
  y = column_or_1d(y, warn=True)
/opt/anaconda3/lib/python3.7/site-packages/sklearn/utils/validation.py:724: DataConversionWarning: A column-vector y was passed when a 1d array was expected. Please change the shape of y to (n_samples, ), for example using ravel().
  y = column_or_1d(y, warn=True)
/opt/anaconda3/lib/python3.7/site-packages/sklearn/utils/validation.py:724: DataConversionWarning: A column-vector y was passed when a 1d array was expected. Please change the shape of y to (n_samples, ), for example using ravel().
  y = column_or_1d(y, warn=True)
/opt/anaconda3/lib/python3.7/site-packages/sklearn/utils/validation.py:724: DataConversionWarning: A column-vector y was passed when a 1d array was expected. Please change the shape of y to (n_samples, ), for example using ravel().
  y = column_or_1d(y, warn=True)
/opt/anaconda3/lib/python3.7/site-packages/sklearn/utils/validation.py:724: DataConversionWarning: A column-vector y was passed when a 1d array was expected. Please change the shape of y to (n_samples, ), for example using ravel().
  y = column_or_1d(y, warn=True)
/opt/anaconda3/lib/python3.7/site-packages/sklearn/utils/validation.py:724: DataConversionWarning: A column-vector y was passed when a 1d array was expected. Please change the shape of y to (n_samples, ), for example using ravel().
  y = column_or_1d(y, warn=True)
/opt/anaconda3/lib/python3.7/site-packages/sklearn/utils/validation.py:724: DataConversionWarning: A column-vector y was passed when a 1d array was expected. Please change the shape of y to (n_samples, ), for example using ravel().
  y = column_or_1d(y, warn=True)
/opt/anaconda3/lib/python3.7/site-packages/sklearn/utils/validation.py:724: DataConversionWarning: A column-vector y was passed when a 1d array was expected. Please change the shape of y to (n_samples, ), for example using ravel().
  y = column_or_1d(y, warn=True)
/opt/anaconda3/lib/python3.7/site-packages/sklearn/utils/validation.py:724: DataConversionWarning: A column-vector y was passed when a 1d array was expected. Please change the shape of y to (n_samples, ), for example using ravel().
  y = column_or_1d(y, warn=True)
/opt/anaconda3/lib/python3.7/site-packages/sklearn/utils/validation.py:724: DataConversionWarning: A column-vector y was passed when a 1d array was expected. Please change the shape of y to (n_samples, ), for example using ravel().
  y = column_or_1d(y, warn=True)
/opt/anaconda3/lib/python3.7/site-packages/sklearn/utils/validation.py:724: DataConversionWarning: A column-vector y was passed when a 1d array was expected. Please change the shape of y to (n_samples, ), for example using ravel().
  y = column_or_1d(y, warn=True)
/opt/anaconda3/lib/python3.7/site-packages/sklearn/utils/validation.py:724: DataConversionWarning: A column-vector y was passed when a 1d array was expected. Please change the shape of y to (n_samples, ), for example using ravel().
  y = column_or_1d(y, warn=True)
/opt/anaconda3/lib/python3.7/site-packages/sklearn/utils/validation.py:724: DataConversionWarning: A column-vector y was passed when a 1d array was expected. Please change the shape of y to (n_samples, ), for example using ravel().
  y = column_or_1d(y, warn=True)
/opt/anaconda3/lib/python3.7/site-packages/sklearn/utils/validation.py:724: DataConversionWarning: A column-vector y was passed when a 1d array was expected. Please change the shape of y to (n_samples, ), for example using ravel().
  y = column_or_1d(y, warn=True)
/opt/anaconda3/lib/python3.7/site-packages/sklearn/utils/validation.py:724: DataConversionWarning: A column-vector y was passed when a 1d array was expected. Please change the shape of y to (n_samples, ), for example using ravel().
  y = column_or_1d(y, warn=True)
/opt/anaconda3/lib/python3.7/site-packages/sklearn/utils/validation.py:724: DataConversionWarning: A column-vector y was passed when a 1d array was expected. Please change the shape of y to (n_samples, ), for example using ravel().
  y = column_or_1d(y, warn=True)
/opt/anaconda3/lib/python3.7/site-packages/sklearn/utils/validation.py:724: DataConversionWarning: A column-vector y was passed when a 1d array was expected. Please change the shape of y to (n_samples, ), for example using ravel().
  y = column_or_1d(y, warn=True)
/opt/anaconda3/lib/python3.7/site-packages/sklearn/utils/validation.py:724: DataConversionWarning: A column-vector y was passed when a 1d array was expected. Please change the shape of y to (n_samples, ), for example using ravel().
  y = column_or_1d(y, warn=True)
/opt/anaconda3/lib/python3.7/site-packages/sklearn/utils/validation.py:724: DataConversionWarning: A column-vector y was passed when a 1d array was expected. Please change the shape of y to (n_samples, ), for example using ravel().
  y = column_or_1d(y, warn=True)
/opt/anaconda3/lib/python3.7/site-packages/sklearn/utils/validation.py:724: DataConversionWarning: A column-vector y was passed when a 1d array was expected. Please change the shape of y to (n_samples, ), for example using ravel().
  y = column_or_1d(y, warn=True)
/opt/anaconda3/lib/python3.7/site-packages/sklearn/utils/validation.py:724: DataConversionWarning: A column-vector y was passed when a 1d array was expected. Please change the shape of y to (n_samples, ), for example using ravel().
  y = column_or_1d(y, warn=True)
/opt/anaconda3/lib/python3.7/site-packages/sklearn/utils/validation.py:724: DataConversionWarning: A column-vector y was passed when a 1d array was expected. Please change the shape of y to (n_samples, ), for example using ravel().
  y = column_or_1d(y, warn=True)
/opt/anaconda3/lib/python3.7/site-packages/sklearn/utils/validation.py:724: DataConversionWarning: A column-vector y was passed when a 1d array was expected. Please change the shape of y to (n_samples, ), for example using ravel().
  y = column_or_1d(y, warn=True)
/opt/anaconda3/lib/python3.7/site-packages/sklearn/utils/validation.py:724: DataConversionWarning: A column-vector y was passed when a 1d array was expected. Please change the shape of y to (n_samples, ), for example using ravel().
  y = column_or_1d(y, warn=True)
/opt/anaconda3/lib/python3.7/site-packages/sklearn/utils/validation.py:724: DataConversionWarning: A column-vector y was passed when a 1d array was expected. Please change the shape of y to (n_samples, ), for example using ravel().
  y = column_or_1d(y, warn=True)
/opt/anaconda3/lib/python3.7/site-packages/sklearn/utils/validation.py:724: DataConversionWarning: A column-vector y was passed when a 1d array was expected. Please change the shape of y to (n_samples, ), for example using ravel().
  y = column_or_1d(y, warn=True)
/opt/anaconda3/lib/python3.7/site-packages/sklearn/utils/validation.py:724: DataConversionWarning: A column-vector y was passed when a 1d array was expected. Please change the shape of y to (n_samples, ), for example using ravel().
  y = column_or_1d(y, warn=True)
/opt/anaconda3/lib/python3.7/site-packages/sklearn/utils/validation.py:724: DataConversionWarning: A column-vector y was passed when a 1d array was expected. Please change the shape of y to (n_samples, ), for example using ravel().
  y = column_or_1d(y, warn=True)
/opt/anaconda3/lib/python3.7/site-packages/sklearn/utils/validation.py:724: DataConversionWarning: A column-vector y was passed when a 1d array was expected. Please change the shape of y to (n_samples, ), for example using ravel().
  y = column_or_1d(y, warn=True)
/opt/anaconda3/lib/python3.7/site-packages/sklearn/utils/validation.py:724: DataConversionWarning: A column-vector y was passed when a 1d array was expected. Please change the shape of y to (n_samples, ), for example using ravel().
  y = column_or_1d(y, warn=True)
/opt/anaconda3/lib/python3.7/site-packages/sklearn/utils/validation.py:724: DataConversionWarning: A column-vector y was passed when a 1d array was expected. Please change the shape of y to (n_samples, ), for example using ravel().
  y = column_or_1d(y, warn=True)
/opt/anaconda3/lib/python3.7/site-packages/sklearn/utils/validation.py:724: DataConversionWarning: A column-vector y was passed when a 1d array was expected. Please change the shape of y to (n_samples, ), for example using ravel().
  y = column_or_1d(y, warn=True)
In [38]:
model.intercept_, model.coef_
Out[38]:
(array([4.19497138]), array([2.75354058]))

Predcition

In [39]:
X_new = np.linspace(0, 2, 100).reshape(-1, 1)
Y_predict = model.predict(X_new)
In [40]:
import matplotlib.pyplot as plt

fig, ax = plt.subplots();

ax.scatter(X, Y);
ax.plot(X_new, Y_predict, 'r')
Out[40]:
[<matplotlib.lines.Line2D at 0x1a21c15d50>]