梯度下降不起作用

Question

我正在从名为 "TensorFlow for Deep Learning Research" 的斯坦福课程中学习 tensorflow。我从以下 address 中获取了代码。在探索 tensorflow 时我改变了

Y_predicted = X * w + b

作为

Y_predicted = X * X * w + X * u + b

检查非线性曲线是否拟合得更好。我已经添加

Y_predicted = X * X * w + X * u + b

根据作者的建议note(page 3)。但是在添加这一行和运行类似的代码之后，每个错误值似乎都得到 nan。任何人都可以指出问题并给出解决方案。

""" Simple linear regression example in TensorFlow
This program tries to predict the number of thefts from 
the number of fire in the city of Chicago
Author: Chip Huyen
Prepared for the class CS 20SI: "TensorFlow for Deep Learning Research"
cs20si.stanford.edu
"""
import os
os.environ['TF_CPP_MIN_LOG_LEVEL']='2'

import numpy as np
import matplotlib.pyplot as plt
import tensorflow as tf
import xlrd

#import utils

DATA_FILE = "slr05.xls"

# Step 1: read in data from the .xls file
book = xlrd.open_workbook(DATA_FILE, encoding_override="utf-8")
sheet = book.sheet_by_index(0)
data = np.asarray([sheet.row_values(i) for i in range(1, sheet.nrows)])
n_samples = sheet.nrows - 1

# Step 2: create placeholders for input X (number of fire) and label Y (number of theft)
X = tf.placeholder(tf.float32, name='X')
Y = tf.placeholder(tf.float32, name='Y')

# Step 3: create weight and bias, initialized to 0
w = tf.Variable(0.0, name='weights')
u = tf.Variable(0.0, name='weights2')
b = tf.Variable(0.0, name='bias')

# Step 4: build model to predict Y
#Y_predicted = X * w + b 
Y_predicted = X *  X *  w +  X *  u +  b

# Step 5: use the square error as the loss function
loss = tf.square(Y - Y_predicted, name='loss')
# loss = utils.huber_loss(Y, Y_predicted)

# Step 6: using gradient descent with learning rate of 0.01 to minimize loss
optimizer = tf.train.GradientDescentOptimizer(learning_rate=0.001).minimize(loss)

with tf.Session() as sess:
    # Step 7: initialize the necessary variables, in this case, w and b
    sess.run(tf.global_variables_initializer()) 

    writer = tf.summary.FileWriter('./graphs/linear_reg', sess.graph)

    # Step 8: train the model
    for i in range(100): # train the model 100 epochs
        total_loss = 0
        for x, y in data:
            # Session runs train_op and fetch values of loss
            _, l = sess.run([optimizer, loss], feed_dict={X: x, Y:y}) 
            total_loss += l
        print('Epoch {0}: {1}'.format(i, total_loss/n_samples))

    # close the writer when you're done using it
    writer.close() 

    # Step 9: output the values of w and b
    w, u , b = sess.run([w, u , b]) 

# plot the results
X, Y = data.T[0], data.T[1]
plt.plot(X, Y, 'bo', label='Real data')
plt.plot(X, X * x * w + X * u + b, 'r', label='Predicted data')
plt.legend()
plt.show()

Answer 1

糟糕！你的学习率似乎太大了，试试 learning_rate=0.0000001 这样的东西，它会收敛。这是一个常见问题，尤其是当您引入 交互功能 时，如您的情况：您应该记住 x**2 的范围会更大（如果原来是[-100, 100] 二次将是 [-10000, 10000])，因此对于线性模型工作良好的学习率可能对于多项式模型来说太大了。查看 feature scaling。这张图给出了更直观的解释：

希望对您有所帮助！
安德烈斯

Answer 2

我是那个课程的教授。就像@fr_andres 说的，你的 lr 可能太大了。如果这不起作用，请告诉我。

梯度下降不起作用

Gradient Descent isn't working

linear-regression

gradient-descent

non-linear-regression

tensorflow