updating week 39

2020-09-25 06:37:00 +02:00
parent 7d18cc5cf6
commit 1d3281d7a2
8 changed files with 60 additions and 24 deletions
@@ -876,11 +876,17 @@ x = 2*np.random.rand(n,1)
 y = 4+3*x+np.random.randn(n,1)

 X = np.c_[np.ones((n,1)), x]
+# Hessian matrix
+H = (2.0/n)* X.T @ X
+# Get the eigenvalues
+EigValues, EigVectors = np.linalg.eig(H)
+print(EigValues)
+
 beta_linreg = np.linalg.inv(X.T @ X) @ X.T @ y
 print(beta_linreg)
 beta = np.random.randn(2,1)

-eta = 0.1
+eta = 1.0/np.max(EigValues)
 Niterations = 1000

 for iter in range(Niterations):
@@ -968,10 +974,10 @@ import sys

 # the number of datapoints
 n = 100
-x = 2*np.random.rand(m,1)
-y = 4+3*x+np.random.randn(m,1)
+x = 2*np.random.rand(n,1)
+y = 4+3*x+np.random.randn(n,1)

-X = np.c_[np.ones((m,1)), x]
+X = np.c_[np.ones((n,1)), x]
 XT_X = X.T @ X

 #Ridge parameter lambda