本篇主要是一个实战篇,分别讲了反向传播的推导和一个2d函数的优化实例

一、理论推导

我要是能看懂我是那个-_-
图片描述
图片描述

二、2D函数优化实例

经典测试函数
图片描述
图片描述

1.绘图

def himmelblau(x):
    return (x[0] ** 2 + x[1] - 11) ** 2 + (x[0] + x[1] ** 2 - 7) ** 2


x = np.arange(-6, 6, 0.1)
y = np.arange(-6, 6, 0.1)
print('x,y range:', x.shape, y.shape)
X, Y = np.meshgrid(x, y)
print('X,Y maps:', X.shape, Y.shape)
Z = himmelblau([X, Y])

fig = plt.figure('himmelblau')
ax = fig.gca(projection='3d')
ax.plot_surface(X, Y, Z)
ax.view_init(60, -30)
ax.set_xlabel('x')
ax.set_ylabel('y')
plt.show()

2.梯度下降算法

# [1., 0.], [-4, 0.], [4, 0.]
# 此函数有4个极小点,不同的初始化值会得到不同的结果
# x = torch.tensor([-4., 0.], requires_grad=True)
# x,y 值初始化为0,0,;通过迭代优化求最优解
# 优化器完成的: x' = x - 0.001*梯度;y同理
x = torch.tensor([0., 0.], requires_grad=True)
optimizer = torch.optim.Adam([x], lr=1e-3)
for step in range(20000):

    pred = himmelblau(x)

    optimizer.zero_grad()
    # 生成x,y的梯度信息
    pred.backward()
    # step完成: x = x'
    optimizer.step()

    if step % 2000 == 0:
        print ('step {}: x = {}, f(x) = {}'
               .format(step, x.tolist(), pred.item()))
# 可以看到输出结果进过几轮迭代和上面的结果一致(3, 2)
'''
step 0: x = [0.0009999999310821295, 0.0009999999310821295], f(x) = 170.0
step 2000: x = [2.3331806659698486, 1.9540694952011108], f(x) = 13.730916023254395
step 4000: x = [2.9820079803466797, 2.0270984172821045], f(x) = 0.014858869835734367
step 6000: x = [2.999983549118042, 2.0000221729278564], f(x) = 1.1074007488787174e-08
step 8000: x = [2.9999938011169434, 2.0000083446502686], f(x) = 1.5572823031106964e-09
step 10000: x = [2.999997854232788, 2.000002861022949], f(x) = 1.8189894035458565e-10
step 12000: x = [2.9999992847442627, 2.0000009536743164], f(x) = 1.6370904631912708e-11
step 14000: x = [2.999999761581421, 2.000000238418579], f(x) = 1.8189894035458565e-12
step 16000: x = [3.0, 2.0], f(x) = 0.0
step 18000: x = [3.0, 2.0], f(x) = 0.0
'''