gradient descent math code example
Example: gradient descent algorithm
def update_weights(m, b, X, Y, learning_rate):
m_deriv = 0
b_deriv = 0
N = len(X)
for i in range(N):
# Calculate partial derivatives
# -2x(y - (mx + b))
m_deriv += -2*X[i] * (Y[i] - (m*X[i] + b))
# -2(y - (mx + b))
b_deriv += -2*(Y[i] - (m*X[i] + b))
# We subtract because the derivatives point in direction of steepest ascent
m -= (m_deriv / float(N)) * learning_rate
b -= (b_deriv / float(N)) * learning_rate
return m, b