梯度下降代码错误

Question

我为梯度下降算法写了下面的代码。我收到一个错误，谁能告诉我为什么以及如何修复它？

gradient <- function(h, start, alpha = 0.01, tolerance = 0.0001, debug = FALSE) {      
    MAXITER <- 1000
    x_old <- start      
    iter <- 0    

    cat("gradient descent minimization =\n")
    if (debug == TRUE) cat("iter=", iter,", value=", x_old, "\n")

    repeat {
        iter <- iter + 1
        x_new <- x_old - alpha*h(x_old)
        if (debug == TRUE) cat("iter=", iter,", value=", x_new, "\n")
        if (abs(x_old - x_new) < tolerance) break    
        if (iter > MAXITER) break
        x_old <- x_new    
    }
    cat("total number of interations =", iter, "\n")
    cat("last diference =", abs(x_old - x_new), "\n")
    cat("final value =", x_new, "\n")
    cat("final function value =", h(x_new), "\n")    
}

h <- function(x){ x^4 - 8*x^2 + 2*x }

gradient(h, -5, tolerance = 0.0001)

...

gradient descent minimization =

Error in if (abs(x_old - x_new) < tolerance) break :     
  missing value where TRUE/FALSE needed

Answer 1

我只是运行你的代码。这里存在数值不稳定性。在 x_new <- x_old - alpha*h(x_old) 语句后添加条件 if(is.nan(x_new)) break。

梯度下降代码错误

Gradient-descent code error

r

optimization

gradient-descent