Penurunan gradien dengan Python

Tantangan dan persyaratan

  • Tujuan utamanya adalah untuk membuat algoritma yang akan mencari nilai maksimum modulo minimum pada radius tertentu.





  • Algoritme harus efisien dan bekerja cukup cepat





  • Hasilnya harus ditampilkan dalam grafik





Pendahuluan, deskripsi algoritma

Area kerja fungsi (interval tertentu) dibagi menjadi beberapa titik. Titik minimum lokal dipilih. Setelah itu, semua koordinat diteruskan ke fungsi sebagai argumen, dan argumen yang memberikan nilai terkecil dipilih. Kemudian metode penurunan gradien diterapkan.





Penerapan

, numpy sinus, cosinus exp. matplotlib .





import numpy as np
import matplotlib.pyplot as plot
      
      







radius = 8                                  # working plane radius
centre = (global_epsilon, global_epsilon)   # centre of the working circle
arr_shape = 100                             # number of points processed / 360
step = radius / arr_shape                   # step between two points
      
      



arr_shape 100, , , . , .





, :





def differentiable_function(x, y):
    return np.sin(x) * np.exp((1 - np.cos(y)) ** 2) + \
           np.cos(y) * np.exp((1 - np.sin(x)) ** 2) + (x - y) ** 2
      
      



:





, :





global_epsilon = 0.000000001                # argument increment for derivative
      
      



:





(x, 0), :





def rotate_vector(length, a):
    return length * np.cos(a), length * np.sin(a)
      
      



Y, - y:





def derivative_y(epsilon, arg):
    return (differentiable_function(arg, epsilon + global_epsilon) -
    
        differentiable_function(arg, epsilon)) / global_epsilon
      
      



X, - x:





def derivative_x(epsilon, arg):
    return (differentiable_function(global_epsilon + epsilon, arg) -
   
         differentiable_function(epsilon, arg)) / global_epsilon
      
      



:





2D-, k





gradient = derivative_x(x, y) + derivative_y(y, x)
      
      







.





. : https://en.wikipedia.org/wiki/Maxima_and_minima





def calculate_flip_points():
    flip_points = np.array([0, 0])
    points = np.zeros((360, arr_shape), dtype=bool)
    cx, cy = centre

    for i in range(arr_shape):
        for alpha in range(360):
            x, y = rotate_vector(step, alpha)
            x = x * i + cx
            y = y * i + cy
            points[alpha][i] = derivative_x(x, y) + derivative_y(y, x) > 0
            if not points[alpha][i - 1] and points[alpha][i]:
                flip_points = np.vstack((flip_points, np.array([alpha, i - 1])))

    return flip_points
      
      



flip_points, :





def pick_estimates(positions):
    vx, vy = rotate_vector(step, positions[1][0])
    cx, cy = centre
    best_x, best_y = cx + vx * positions[1][1], cy + vy * positions[1][1]

    for index in range(2, len(positions)):
        vx, vy = rotate_vector(step, positions[index][0])
        x, y = cx + vx * positions[index][1], cy + vy * positions[index][1]
        if differentiable_function(best_x, best_y) > differentiable_function(x, y):
            best_x = x
            best_y = y

    for index in range(360):
        vx, vy = rotate_vector(step, index)
        x, y = cx + vx * (arr_shape - 1), cy + vy * (arr_shape - 1)
        if differentiable_function(best_x, best_y) > differentiable_function(x, y):
            best_x = x
            best_y = y

    return best_x, best_y
      
      



:





def gradient_descent(best_estimates, is_x):
    derivative = derivative_x if is_x else derivative_y
    best_x, best_y = best_estimates
    descent_step = step
    value = derivative(best_y, best_x)

    while abs(value) > global_epsilon:
        descent_step *= 0.95
        best_y = best_y - descent_step \
            if derivative(best_y, best_x) > 0 else best_y + descent_step
        value = derivative(best_y, best_x)

    return best_y, best_x
      
      



:





def find_minimum():
    return gradient_descent(gradient_descent(pick_estimates(calculate_flip_points()), False), True)
      
      



:





def get_grid(grid_step):
    samples = np.arange(-radius, radius, grid_step)
    x, y = np.meshgrid(samples, samples)
    
return x, y, differentiable_function(x, y)
      
      



:





def draw_chart(point, grid):
    point_x, point_y, point_z = point
    grid_x, grid_y, grid_z = grid
    plot.rcParams.update({
        'figure.figsize': (4, 4),
        'figure.dpi': 200,
        'xtick.labelsize': 4,
        'ytick.labelsize': 4
    })
    ax = plot.figure().add_subplot(111, projection='3d')
    ax.scatter(point_x, point_y, point_z, color='red')
    ax.plot_surface(grid_x, grid_y, grid_z, rstride=5, cstride=5, alpha=0.7)
    
plot.show()
      
      



main:





if __name__ == '__main__':
    min_x, min_y = find_minimum()
    minimum = (min_x, min_y, differentiable_function(min_x, min_y))
    
draw_chart(minimum, get_grid(0.05))
      
      



:





Proses penghitungan nilai minimum menggunakan algoritme mungkin tidak terlalu akurat saat menghitung pada skala yang lebih besar, misalnya jika radius bidang kerja adalah 1000, tetapi sangat cepat dibandingkan dengan yang tepat. Plus, bagaimanapun, jika jari-jarinya besar, hasilnya kira-kira pada posisi yang seharusnya, sehingga perbedaannya tidak akan terlihat pada grafik.





Sumber:

import numpy as np
import matplotlib.pyplot as plot


radius = 8                                  # working plane radius
global_epsilon = 0.000000001                # argument increment for derivative
centre = (global_epsilon, global_epsilon)   # centre of the working circle
arr_shape = 100                             # number of points processed / 360
step = radius / arr_shape                   # step between two points


def differentiable_function(x, y):
    return np.sin(x) * np.exp((1 - np.cos(y)) ** 2) + \
           np.cos(y) * np.exp((1 - np.sin(x)) ** 2) + (x - y) ** 2


def rotate_vector(length, a):
    return length * np.cos(a), length * np.sin(a)


def derivative_x(epsilon, arg):
    return (differentiable_function(global_epsilon + epsilon, arg) -
            differentiable_function(epsilon, arg)) / global_epsilon


def derivative_y(epsilon, arg):
    return (differentiable_function(arg, epsilon + global_epsilon) -
            differentiable_function(arg, epsilon)) / global_epsilon


def calculate_flip_points():
    flip_points = np.array([0, 0])
    points = np.zeros((360, arr_shape), dtype=bool)
    cx, cy = centre

    for i in range(arr_shape):
        for alpha in range(360):
            x, y = rotate_vector(step, alpha)
            x = x * i + cx
            y = y * i + cy
            points[alpha][i] = derivative_x(x, y) + derivative_y(y, x) > 0
            if not points[alpha][i - 1] and points[alpha][i]:
                flip_points = np.vstack((flip_points, np.array([alpha, i - 1])))

    return flip_points


def pick_estimates(positions):
    vx, vy = rotate_vector(step, positions[1][0])
    cx, cy = centre
    best_x, best_y = cx + vx * positions[1][1], cy + vy * positions[1][1]

    for index in range(2, len(positions)):
        vx, vy = rotate_vector(step, positions[index][0])
        x, y = cx + vx * positions[index][1], cy + vy * positions[index][1]
        if differentiable_function(best_x, best_y) > differentiable_function(x, y):
            best_x = x
            best_y = y

    for index in range(360):
        vx, vy = rotate_vector(step, index)
        x, y = cx + vx * (arr_shape - 1), cy + vy * (arr_shape - 1)
        if differentiable_function(best_x, best_y) > differentiable_function(x, y):
            best_x = x
            best_y = y

    return best_x, best_y


def gradient_descent(best_estimates, is_x):
    derivative = derivative_x if is_x else derivative_y
    best_x, best_y = best_estimates
    descent_step = step
    value = derivative(best_y, best_x)

    while abs(value) > global_epsilon:
        descent_step *= 0.95
        best_y = best_y - descent_step \
            if derivative(best_y, best_x) > 0 else best_y + descent_step
        value = derivative(best_y, best_x)

    return best_y, best_x


def find_minimum():
    return gradient_descent(gradient_descent(pick_estimates(calculate_flip_points()), False), True)


def get_grid(grid_step):
    samples = np.arange(-radius, radius, grid_step)
    x, y = np.meshgrid(samples, samples)
    return x, y, differentiable_function(x, y)


def draw_chart(point, grid):
    point_x, point_y, point_z = point
    grid_x, grid_y, grid_z = grid
    plot.rcParams.update({
        'figure.figsize': (4, 4),
        'figure.dpi': 200,
        'xtick.labelsize': 4,
        'ytick.labelsize': 4
    })
    ax = plot.figure().add_subplot(111, projection='3d')
    ax.scatter(point_x, point_y, point_z, color='red')
    ax.plot_surface(grid_x, grid_y, grid_z, rstride=5, cstride=5, alpha=0.7)
    plot.show()


if __name__ == '__main__':
    min_x, min_y = find_minimum()
    minimum = (min_x, min_y, differentiable_function(min_x, min_y))
    draw_chart(minimum, get_grid(0.05))
      
      






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