A user is implementing a univariate linear regression on python but the code output NaN for theta after going to infinity. How to fix that?
# implementation of univariate linear regression
import numpy as np
def cost_function(hypothesis, y, m):
return (1 / (2 * m)) * ((hypothesis - y) ** 2).sum()
def hypothesis(X, theta):
return X.dot(theta)
def gradient_descent(X, y, theta, m, alpha):
for i in range(1500):
temp1 = theta[0][0] - alpha * (1 / m) * (hypothesis(X, theta) - y).sum()
temp2 = theta[1][0] - alpha * (1 / m) * ((hypothesis(X, theta) - y) * X[:, 1]).sum()
theta[0][0] = temp1
theta[1][0] = temp2
return theta
if __name__ == '__main__':
data = np.loadtxt('data.txt', delimiter=',')
y = data[:, 1]
m = y.size
X = np.ones(shape=(m, 2))
X[:, 1] = data[:, 0]
theta = np.zeros(shape=(2, 1))
alpha = 0.01
print(gradient_descent(X, y, theta, m, alpha))
The problem is when we do X[:,1] or data[:,1], we get objects of shape (m,). When wemultiply an object of shape (m,) with a matrix of shape (m,1), we get a matrix of size (m,m).Below code will fix the problem
# implementation of univariate linear regression
import numpy as np
def cost_function(hypothesis, y, m):
return (1 / (2 * m)) * ((hypothesis - y) ** 2).sum()
def hypothesis(X, theta):
return X.dot(theta)
def gradient_descent(X, y, theta, m, alpha):
X_1 = X[:,1]
X_1 = X_1.reshape((m,1))
for i in range(1500):
temp1 = theta[0][0] - alpha * (1 / m) * (hypothesis(X, theta) - y).sum()
temp2 = theta[1][0] - alpha * (1 / m) * ((hypothesis(X, theta) - y) * X_1).sum()
theta[0][0] = temp1
theta[1][0] = temp2
return theta
if __name__ == '__main__':
data= np.random.normal(size=(100,2))
y = 30*data[:,0] + data[:, 1]
m = y.size
X = np.ones(shape=(m, 2))
y = y.reshape((m,1))
X[:, 1] = data[:, 0]
theta = np.zeros(shape=(2, 1))
alpha = 0.01
print(gradient_descent(X, y, theta, m, alpha))