回归(regression)是能为一个或多个自变量与因变量之间关系建模的一类方法。 在自然科学和社会科学领域,回归经常用来表示输入和输出之间的关系。
线性回归(linear regression)可以追溯到19世纪初, 它在回归的各种标准工具中最简单而且最流行。 线性回归基于几个简单的假设: 首先,假设自变量 x \mathbf{x} x和因变量 y y y之间的关系是线性的, 即 y y y可以表示为 x \mathbf{x} x中元素的加权和,这里通常允许包含观测值的一些噪声; 其次,我们假设任何噪声都比较正常,如噪声遵循正态分布。
线性假设是指目标可以表示为特征的加权和,如下面的式子:
p r i c e = w a r e a ⋅ a r e a + w a g e ⋅ a g e + b . \mathrm{price} = w_{\mathrm{area}} \cdot \mathrm{area} + w_{\mathrm{age}} \cdot \mathrm{age} + b. price=warea⋅area+wage⋅age+b.
回归问题中最常用的损失函数是平方误差函数
l ( i ) ( w , b ) = 1 2 ( y ^ ( i ) − y ( i ) ) 2 . l^{(i)}(\mathbf{w}, b) = \frac{1}{2} \left(\hat{y}^{(i)} - y^{(i)}\right)^2. l(i)(w,b)=21(y^(i)−y(i))2.
线性回归刚好是一个很简单的优化问题。
与我们将在本书中所讲到的其他大部分模型不同,线性回归的解可以用一个公式简单地表达出来,
这类解叫作解析解(analytical solution)。
w ∗ = ( X ⊤ X ) − 1 X ⊤ y . \mathbf{w}^* = (\mathbf X^\top \mathbf X)^{-1}\mathbf X^\top \mathbf{y}. w∗=(X⊤X)−1X⊤y.
梯度下降(gradient descent):它通过不断地在损失函数递减的方向上更新参数来降低误差。
我们用下面的数学公式来表示这一更新过程( ∂ \partial ∂表示偏导数):
( w , b ) ← ( w , b ) − η ∣ B ∣ ∑ i ∈ B ∂ ( w , b ) l ( i ) ( w , b ) . (\mathbf{w},b) \leftarrow (\mathbf{w},b) - \frac{\eta}{|\mathcal{B}|} \sum_{i \in \mathcal{B}} \partial_{(\mathbf{w},b)} l^{(i)}(\mathbf{w},b). (w,b)←(w,b)−∣B∣ηi∈B∑∂(w,b)l(i)(w,b).
算法的步骤如下:
(1)初始化模型参数的值,如随机初始化;
(2)从数据集中随机抽取小批量样本且在负梯度的方向上更新参数,并不断迭代这一步骤。
对于平方损失和仿射变换,我们可以明确地写成如下形式:
w ← w − η ∣ B ∣ ∑ i ∈ B ∂ w l ( i ) ( w , b ) = w − η ∣ B ∣ ∑ i ∈ B x ( i ) ( w ⊤ x ( i ) + b − y ( i ) ) , b ← b − η ∣ B ∣ ∑ i ∈ B ∂ b l ( i ) ( w , b ) = b − η ∣ B ∣ ∑ i ∈ B ( w ⊤ x ( i ) + b − y ( i ) ) . \begin{aligned} \mathbf{w} &\leftarrow \mathbf{w} - \frac{\eta}{|\mathcal{B}|} \sum_{i \in \mathcal{B}} \partial_{\mathbf{w}} l^{(i)}(\mathbf{w}, b) = \mathbf{w} - \frac{\eta}{|\mathcal{B}|} \sum_{i \in \mathcal{B}} \mathbf{x}^{(i)} \left(\mathbf{w}^\top \mathbf{x}^{(i)} + b - y^{(i)}\right),\\ b &\leftarrow b - \frac{\eta}{|\mathcal{B}|} \sum_{i \in \mathcal{B}} \partial_b l^{(i)}(\mathbf{w}, b) = b - \frac{\eta}{|\mathcal{B}|} \sum_{i \in \mathcal{B}} \left(\mathbf{w}^\top \mathbf{x}^{(i)} + b - y^{(i)}\right). \end{aligned} wb←w−∣B∣ηi∈B∑∂wl(i)(w,b)=w−∣B∣ηi∈B∑x(i)(w⊤x(i)+b−y(i)),←b−∣B∣ηi∈B∑∂bl(i)(w,b)=b−∣B∣ηi∈B∑(w⊤x(i)+b−y(i)).
# 引入包
%matplotlib inline
import math
import time
import numpy as np
import torch
from d2l import torch as d2l
#循环遍历
n = 10000
a = torch.ones([n])
b = torch.ones([n])
#定义计时器
class Timer: #@save
"""记录多次运行时间"""
def __init__(self):
self.times = []
self.start()
def start(self):
"""启动计时器"""
self.tik = time.time()
def stop(self):
"""停止计时器并将时间记录在列表中"""
self.times.append(time.time() - self.tik)
return self.times[-1]
def avg(self):
"""返回平均时间"""
return sum(self.times) / len(self.times)
def sum(self):
"""返回时间总和"""
return sum(self.times)
def cumsum(self):
"""返回累计时间"""
return np.array(self.times).cumsum().tolist()
#使用for循环,每次执行一位的加法
c = torch.zeros(n)
timer = Timer()
for i in range(n):
c[i] = a[i] + b[i]
f'{timer.stop():.5f} sec'
#我们使用重载的+运算符来计算按元素的和
timer.start()
d = a + b
f'{timer.stop():.5f} sec'
#定义一个Python函数来计算正态分布
def normal(x, mu, sigma):
p = 1 / math.sqrt(2 * math.pi * sigma**2)
return p * np.exp(-0.5 / sigma**2 * (x - mu)**2)
#可视化正态分布
# 再次使用numpy进行可视化
x = np.arange(-7, 7, 0.01)
# 均值和标准差对
params = [(0, 1), (0, 2), (3, 1)]
d2l.plot(x, [normal(x, mu, sigma) for mu, sigma in params], xlabel='x',
ylabel='p(x)', figsize=(4.5, 2.5),
legend=[f'mean {mu}, std {sigma}' for mu, sigma in params])
#引入包
%matplotlib inline
import random
import torch
from d2l import torch as d2l
#生成数据集
def synthetic_data(w, b, num_examples): #@save
"""生成y=Xw+b+噪声"""
X = torch.normal(0, 1, (num_examples, len(w)))
y = torch.matmul(X, w) + b
y += torch.normal(0, 0.01, y.shape)
return X, y.reshape((-1, 1))
true_w = torch.tensor([2, -3.4])
true_b = 4.2
features, labels = synthetic_data(true_w, true_b, 1000)
print('features:', features[0],'\nlabel:', labels[0])
#绘制散点图
d2l.set_figsize()
d2l.plt.scatter(features[:, 1].detach().numpy(), labels.detach().numpy(), 1);
#读取数据集
def data_iter(batch_size, features, labels):
num_examples = len(features)
indices = list(range(num_examples))
# 这些样本是随机读取的,没有特定的顺序
random.shuffle(indices)
for i in range(0, num_examples, batch_size):
batch_indices = torch.tensor(
indices[i: min(i + batch_size, num_examples)])
yield features[batch_indices], labels[batch_indices]
batch_size = 10
for X, y in data_iter(batch_size, features, labels):
print(X, '\n', y)
break
#初始化模型参数
w = torch.normal(0, 0.01, size=(2,1), requires_grad=True)
b = torch.zeros(1, requires_grad=True)
#定义模型
def linreg(X, w, b): #@save
"""线性回归模型"""
return torch.matmul(X, w) + b
#定义损失函数
def squared_loss(y_hat, y): #@save
"""均方损失"""
return (y_hat - y.reshape(y_hat.shape)) ** 2 / 2
#定义优化算法
def sgd(params, lr, batch_size): #@save
"""小批量随机梯度下降"""
with torch.no_grad():
for param in params:
param -= lr * param.grad / batch_size
param.grad.zero_()
#训练
lr = 0.03
num_epochs = 3
net = linreg
loss = squared_loss
for epoch in range(num_epochs):
for X, y in data_iter(batch_size, features, labels):
l = loss(net(X, w, b), y) # X和y的小批量损失
# 因为l形状是(batch_size,1),而不是一个标量。l中的所有元素被加到一起,
# 并以此计算关于[w,b]的梯度
l.sum().backward()
sgd([w, b], lr, batch_size) # 使用参数的梯度更新参数
with torch.no_grad():
train_l = loss(net(features, w, b), labels)
print(f'epoch {epoch + 1}, loss {float(train_l.mean()):f}')
print(f'w的估计误差: {true_w - w.reshape(true_w.shape)}')
print(f'b的估计误差: {true_b - b}')
# 生成数据集
import numpy as np
import torch
from torch.utils import data
from d2l import torch as d2l
true_w = torch.tensor([2, -3.4])
true_b = 4.2
features, labels = d2l.synthetic_data(true_w, true_b, 1000)
#读取数据集
def load_array(data_arrays, batch_size, is_train=True): #@save
"""构造一个PyTorch数据迭代器"""
dataset = data.TensorDataset(*data_arrays)
return data.DataLoader(dataset, batch_size, shuffle=is_train)
batch_size = 10
data_iter = load_array((features, labels), batch_size)
#定义模型
# nn是神经网络的缩写
from torch import nn
net = nn.Sequential(nn.Linear(2, 1))
#初始化模型参数
net[0].weight.data.normal_(0, 0.01)
net[0].bias.data.fill_(0)
#定义损失函数
loss = nn.MSELoss()
#定义优化算法
trainer = torch.optim.SGD(net.parameters(), lr=0.03)
#训练
num_epochs = 3
for epoch in range(num_epochs):
for X, y in data_iter:
l = loss(net(X) ,y)
trainer.zero_grad()
l.backward()
trainer.step()
l = loss(net(features), labels)
print(f'epoch {epoch + 1}, loss {l:f}')
w = net[0].weight.data
print('w的估计误差:', true_w - w.reshape(true_w.shape))
b = net[0].bias.data
print('b的估计误差:', true_b - b)
MNIST数据集 (LeCun et al., 1998) 是图像分类中广泛使用的数据集之一,但作为基准数据集过于简单。 我们将使用类似但更复杂的Fashion-MNIST数据集 (Xiao et al., 2017)。
#引入包
%matplotlib inline
import torch
import torchvision
from torch.utils import data
from torchvision import transforms
from d2l import torch as d2l
d2l.use_svg_display()
#读取数据集
# 通过ToTensor实例将图像数据从PIL类型变换成32位浮点数格式,
# 并除以255使得所有像素的数值均在0~1之间
trans = transforms.ToTensor()
mnist_train = torchvision.datasets.FashionMNIST(
root="../data", train=True, transform=trans, download=True)
mnist_test = torchvision.datasets.FashionMNIST(
root="../data", train=False, transform=trans, download=True)
len(mnist_train), len(mnist_test)
mnist_train[0][0].shape
def get_fashion_mnist_labels(labels): #@save
"""返回Fashion-MNIST数据集的文本标签"""
text_labels = ['t-shirt', 'trouser', 'pullover', 'dress', 'coat',
'sandal', 'shirt', 'sneaker', 'bag', 'ankle boot']
return [text_labels[int(i)] for i in labels]
#创建一个函数来可视化这些样本
def show_images(imgs, num_rows, num_cols, titles=None, scale=1.5): #@save
"""绘制图像列表"""
figsize = (num_cols * scale, num_rows * scale)
_, axes = d2l.plt.subplots(num_rows, num_cols, figsize=figsize)
axes = axes.flatten()
for i, (ax, img) in enumerate(zip(axes, imgs)):
if torch.is_tensor(img):
# 图片张量
ax.imshow(img.numpy())
else:
# PIL图片
ax.imshow(img)
ax.axes.get_xaxis().set_visible(False)
ax.axes.get_yaxis().set_visible(False)
if titles:
ax.set_title(titles[i])
return axes
X, y = next(iter(data.DataLoader(mnist_train, batch_size=18)))
show_images(X.reshape(18, 28, 28), 2, 9, titles=get_fashion_mnist_labels(y));
#读取小批量
batch_size = 256
def get_dataloader_workers(): #@save
"""使用4个进程来读取数据"""
return 4
train_iter = data.DataLoader(mnist_train, batch_size, shuffle=True,
num_workers=get_dataloader_workers())
timer = d2l.Timer()
for X, y in train_iter:
continue
f'{timer.stop():.2f} sec'
#整合所有组件
def load_data_fashion_mnist(batch_size, resize=None): #@save
"""下载Fashion-MNIST数据集,然后将其加载到内存中"""
trans = [transforms.ToTensor()]
if resize:
trans.insert(0, transforms.Resize(resize))
trans = transforms.Compose(trans)
mnist_train = torchvision.datasets.FashionMNIST(
root="../data", train=True, transform=trans, download=True)
mnist_test = torchvision.datasets.FashionMNIST(
root="../data", train=False, transform=trans, download=True)
return (data.DataLoader(mnist_train, batch_size, shuffle=True,
num_workers=get_dataloader_workers()),
data.DataLoader(mnist_test, batch_size, shuffle=False,
num_workers=get_dataloader_workers()))
#指定resize参数来测试load_data_fashion_mnist函数的图像大小调整功能
train_iter, test_iter = load_data_fashion_mnist(32, resize=64)
for X, y in train_iter:
print(X.shape, X.dtype, y.shape, y.dtype)
break
#引入的Fashion-MNIST数据集, 并设置数据迭代器的批量大小为256。
import torch
from IPython import display
from d2l import torch as d2l
batch_size = 256
train_iter, test_iter = d2l.load_data_fashion_mnist(batch_size)
#初始化模型参数
num_inputs = 784
num_outputs = 10
W = torch.normal(0, 0.01, size=(num_inputs, num_outputs), requires_grad=True)
b = torch.zeros(num_outputs, requires_grad=True)
#定义softmax操作
X = torch.tensor([[1.0, 2.0, 3.0], [4.0, 5.0, 6.0]])
X.sum(0, keepdim=True), X.sum(1, keepdim=True)
X = torch.tensor([[1.0, 2.0, 3.0], [4.0, 5.0, 6.0]])
X.sum(0, keepdim=True), X.sum(1, keepdim=True)
X = torch.normal(0, 1, (2, 5))
X_prob = softmax(X)
X_prob, X_prob.sum(1)
#定义模型
def net(X):
return softmax(torch.matmul(X.reshape((-1, W.shape[0])), W) + b)
#定义损失函数
y = torch.tensor([0, 2])
y_hat = torch.tensor([[0.1, 0.3, 0.6], [0.3, 0.2, 0.5]])
y_hat[[0, 1], y]
#实现交叉熵函数
def cross_entropy(y_hat, y):
return - torch.log(y_hat[range(len(y_hat)), y])
cross_entropy(y_hat, y)
#分类精度
def accuracy(y_hat, y): #@save
"""计算预测正确的数量"""
if len(y_hat.shape) > 1 and y_hat.shape[1] > 1:
y_hat = y_hat.argmax(axis=1)
cmp = y_hat.type(y.dtype) == y
return float(cmp.type(y.dtype).sum())
accuracy(y_hat, y) / len(y)
def evaluate_accuracy(net, data_iter): #@save
"""计算在指定数据集上模型的精度"""
if isinstance(net, torch.nn.Module):
net.eval() # 将模型设置为评估模式
metric = Accumulator(2) # 正确预测数、预测总数
with torch.no_grad():
for X, y in data_iter:
metric.add(accuracy(net(X), y), y.numel())
return metric[0] / metric[1]
class Accumulator: #@save
"""在n个变量上累加"""
def __init__(self, n):
self.data = [0.0] * n
def add(self, *args):
self.data = [a + float(b) for a, b in zip(self.data, args)]
def reset(self):
self.data = [0.0] * len(self.data)
def __getitem__(self, idx):
return self.data[idx]
evaluate_accuracy(net, test_iter)
#训练
def train_epoch_ch3(net, train_iter, loss, updater): #@save
"""训练模型一个迭代周期(定义见第3章)"""
# 将模型设置为训练模式
if isinstance(net, torch.nn.Module):
net.train()
# 训练损失总和、训练准确度总和、样本数
metric = Accumulator(3)
for X, y in train_iter:
# 计算梯度并更新参数
y_hat = net(X)
l = loss(y_hat, y)
if isinstance(updater, torch.optim.Optimizer):
# 使用PyTorch内置的优化器和损失函数
updater.zero_grad()
l.mean().backward()
updater.step()
else:
# 使用定制的优化器和损失函数
l.sum().backward()
updater(X.shape[0])
metric.add(float(l.sum()), accuracy(y_hat, y), y.numel())
# 返回训练损失和训练精度
return metric[0] / metric[2], metric[1] / metric[2]
class Animator: #@save
"""在动画中绘制数据"""
def __init__(self, xlabel=None, ylabel=None, legend=None, xlim=None,
ylim=None, xscale='linear', yscale='linear',
fmts=('-', 'm--', 'g-.', 'r:'), nrows=1, ncols=1,
figsize=(3.5, 2.5)):
# 增量地绘制多条线
if legend is None:
legend = []
d2l.use_svg_display()
self.fig, self.axes = d2l.plt.subplots(nrows, ncols, figsize=figsize)
if nrows * ncols == 1:
self.axes = [self.axes, ]
# 使用lambda函数捕获参数
self.config_axes = lambda: d2l.set_axes(
self.axes[0], xlabel, ylabel, xlim, ylim, xscale, yscale, legend)
self.X, self.Y, self.fmts = None, None, fmts
def add(self, x, y):
# 向图表中添加多个数据点
if not hasattr(y, "__len__"):
y = [y]
n = len(y)
if not hasattr(x, "__len__"):
x = [x] * n
if not self.X:
self.X = [[] for _ in range(n)]
if not self.Y:
self.Y = [[] for _ in range(n)]
for i, (a, b) in enumerate(zip(x, y)):
if a is not None and b is not None:
self.X[i].append(a)
self.Y[i].append(b)
self.axes[0].cla()
for x, y, fmt in zip(self.X, self.Y, self.fmts):
self.axes[0].plot(x, y, fmt)
self.config_axes()
display.display(self.fig)
display.clear_output(wait=True)
def train_ch3(net, train_iter, test_iter, loss, num_epochs, updater): #@save
"""训练模型(定义见第3章)"""
animator = Animator(xlabel='epoch', xlim=[1, num_epochs], ylim=[0.3, 0.9],
legend=['train loss', 'train acc', 'test acc'])
for epoch in range(num_epochs):
train_metrics = train_epoch_ch3(net, train_iter, loss, updater)
test_acc = evaluate_accuracy(net, test_iter)
animator.add(epoch + 1, train_metrics + (test_acc,))
train_loss, train_acc = train_metrics
assert train_loss < 0.5, train_loss
assert train_acc <= 1 and train_acc > 0.7, train_acc
assert test_acc <= 1 and test_acc > 0.7, test_acc
#设置学习率
lr = 0.1
def updater(batch_size):
return d2l.sgd([W, b], lr, batch_size)
num_epochs = 10
train_ch3(net, train_iter, test_iter, cross_entropy, num_epochs, updater)
#预测
def predict_ch3(net, test_iter, n=6): #@save
"""预测标签(定义见第3章)"""
for X, y in test_iter:
break
trues = d2l.get_fashion_mnist_labels(y)
preds = d2l.get_fashion_mnist_labels(net(X).argmax(axis=1))
titles = [true +'\n' + pred for true, pred in zip(trues, preds)]
d2l.show_images(
X[0:n].reshape((n, 28, 28)), 1, n, titles=titles[0:n])
predict_ch3(net, test_iter)
import torch
from torch import nn
from d2l import torch as d2l
batch_size = 256
train_iter, test_iter = d2l.load_data_fashion_mnist(batch_size)
#初始化模型参数
# PyTorch不会隐式地调整输入的形状。因此,
# 我们在线性层前定义了展平层(flatten),来调整网络输入的形状
net = nn.Sequential(nn.Flatten(), nn.Linear(784, 10))
def init_weights(m):
if type(m) == nn.Linear:
nn.init.normal_(m.weight, std=0.01)
net.apply(init_weights);
#重新审视Softmax的实现
loss = nn.CrossEntropyLoss(reduction='none')
#优化算法
trainer = torch.optim.SGD(net.parameters(), lr=0.1)
#训练
num_epochs = 10
d2l.train_ch3(net, train_iter, test_iter, loss, num_epochs, trainer)