从梯度下降更新规则中获得直觉

Question

Gradient descent update rule :

Using these values for this rule :

x = [10 20 30 40 50 60 70 80 90 100] y = [4 7 8 4 5 6 7 5 3 4]

After two iterations using a learning rate of 0.07 outputs a value theta of

-73.396
-5150.803

After three iterations theta is :

1.9763e+04
   1.3833e+06

So it appears theta gets larger after the second iteration which suggests the learning rate is too large.

So I set :

iterations = 300; alpha = 0.000007;

theta is now :

 0.0038504
 0.0713561

Should these theta values allow me to draw a straight line the data, if so how ? I've just begun trying to understand gradient descent so please point out any errors in my logic.

source :

x = [10
    20
    30
    40
    50
    60
    70
    80
    90
    100]
y = [4
    7
    8
    4
    5
    6
    7
    5
    3
    4]

m = length(y)

x = [ones(m , 1) , x]

theta = zeros(2, 1);        

iterations = 300;
alpha = 0.000007;

for iter = 1:iterations
     theta = theta - ((1/m) * ((x * theta) - y)' * x)' * alpha;
     theta
end

plot(x, y, 'o');
ylabel('Response Time')
xlabel('Time since 0')

Update :

So the product for each x value multiplied by theta plots a straight line :

plot(x(:,2), x*theta, '-')

Update 2 :

How does this relate to the linear regression model :

As the model also outputs a prediction value ?

Answer 1

Yes, you should be able to draw a straight line. In regression, gradient descent is an algorithm used to minimize the cost(error) function of your linear regression model. You use the gradient as a track to travel to the minimum of your cost function and the learning rate determines how quickly you travel down the path. Go too fast and you might pass the global minimum up. When you reached the desired minimum, plug those values of theta into your model to obtain your estimated model. In the one dimensional case, this is a straight line.

Check out this article , which gives a nice introduction to gradient descent.