Linear Regression
\[\hat{y} = x*w\]Training Loss (error)
\[loss = (\hat{y}-y)^2 = (x*w-y)^2\]MSE, mean square error
\[loss = \frac{1}{N} \sum_{n=1}^N (\hat{y_n}-y_n)^2\]import numpy as np
import matplotlib.pyplot as plt
x_data = [1.0, 2.0, 3.0]
y_data = [2.0, 4.0, 6.0]
w = 1.0 # a random guess: random value, 1.0
# our model for the forward pass
def forward(x):
return x * w
# Loss function
def loss(x, y):
y_pred = forward(x)
return (y_pred - y) * (y_pred - y)
w_list = []
mse_list = []
for w in np.arange(0.0, 4.1, 0.1):
print("w=", w)
l_sum = 0
for x_val, y_val in zip(x_data, y_data):
y_pred_val = forward(x_val)
l = loss(x_val, y_val)
l_sum += l
print("\t", x_val, y_val, y_pred_val, l)
print("MSE=", l_sum / 3)
w_list.append(w)
mse_list.append(l_sum / 3)
plt.plot(w_list, mse_list)
plt.ylabel('Loss')
plt.xlabel('w')
plt.show()