Linear Regression overfitting - pandas

I'm pursuing course 2 on this coursera course on linear regression (https://www.coursera.org/specializations/machine-learning)
I've solved the training using graphlab but wanted to try out sklearn for the experience and learning. I'm using sklearn and pandas for this.
The model overfits on the data. How can I fix this? This is the code.
These are the coefficients i'm getting.
[ -3.33628603e-13 1.00000000e+00]
poly1_data = polynomial_dataframe(sales["sqft_living"], 1)
poly1_data["price"] = sales["price"]
model1 = LinearRegression()
model1.fit(poly1_data, sales["price"])
print(model1.coef_)
plt.plot(poly1_data['power_1'], poly1_data['price'], '.',poly1_data['power_1'], model1.predict(poly1_data),'-')
plt.show()
The plotted line is like this. As you see it connects every data point.
and this is the plot of the input data

I wouldn't even call this overfit. I'd say you aren't doing what you think you should be doing. In particular, you forgot to add a column of 1's to your design matrix, X. For example:
# generate some univariate data
x = np.arange(100)
y = 2*x + x*np.random.normal(0,1,100)
df = pd.DataFrame([x,y]).T
df.columns = ['x','y']
You're doing the following:
model1 = LinearRegression()
X = df["x"].values.reshape(1,-1)[0] # reshaping data
y = df["y"].values.reshape(1,-1)[0]
model1.fit(X,y)
Which leads to:
plt.plot(df['x'].values, df['y'].values,'.')
plt.plot(X[0], model1.predict(X)[0],'-')
plt.show()
Instead, you want to add a column of 1's to your design matrix (X):
X = np.column_stack([np.ones(len(df['x'])),df["x"].values.reshape(1,-1)[0]])
y = df["y"].values.reshape(1,-1)
model1.fit(X,y)
And (after some reshaping) you get:
plt.plot(df['x'].values, df['y'].values,'.')
plt.plot(df['x'].values, model1.predict(X),'-')
plt.show()

Related

Cluster groups continuously instead of discrete - python

I'm trying to cluster a group of points in a probabilistic manner. Using below, I have a single set of xy points, which are recorded in X and Y. I want to cluster into groups using a reference point, which is displayed in X2 and Y2.
With the help of an answer the current approach is to measure the distance from the reference point and group using k-means. Although, it provides a method to cluster using the reference point, the hard cutoff and adherence to k clusters makes it somewhat unsuitable when dealing with numerous datasets. For instance, the number of clusters needed for this example is probably 3. But a separate example may different. I'd have to manually go through and alter k every time.
Given the non-probabilistic nature of k-means a separate option could be GMM. Is it possible to account for the reference point when modelling? If I attach the output below the underlying model isn't clustering as I'm hoping for.
If I look at the probability each point is within a group it's not clustered as I'd hoped. With this I run into the same problem with manually altering the amount of components. Because the points are distributed randomly, using “AIC” or “BIC” to select the appropriate number of clusters doesn't work. There is no optimal number.
import pandas as pd
import matplotlib.pyplot as plt
from sklearn.cluster import KMeans
df = pd.DataFrame({
'X' : [-1.0,-1.0,0.5,0.0,0.0,2.0,3.0,5.0,0.0,-2.5,2.0,8.0,-10.5,15.0,-20.0,-32.0,-20.0,-20.0,-10.0,20.5,0.0,20.0,-30.0,-15.0,20.0,-15.0,-10.0],
'Y' : [0.0,1.0,-0.5,0.5,-0.5,0.0,1.0,4.0,5.0,-3.5,-2.0,-8.0,-0.5,-10.5,-20.5,0.0,16.0,-15.0,5.0,13.5,20.0,-20.0,2.0,-17.5,-15,19.0,20.0],
'X2' : [0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0],
'Y2' : [0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0],
})
k-means:
df['distance'] = np.sqrt(df['X']**2 + df['Y']**2)
df['distance'] = np.sqrt((df['X2'] - df['Y2'])**2 + (df['BallY'] - df['y_post'])**2)
model = KMeans(n_clusters = 2)
model_data = np.array([df['distance'].values, np.zeros(df.shape[0])])
model.fit(model_data.T)
df['group'] = model.labels_
plt.scatter(df['X'], df['Y'], c = model.labels_, cmap = 'bwr', marker = 'o', s = 5)
plt.scatter(df['X2'], df['Y2'], c ='k', marker = 'o', s = 5)
GMM:
Y_sklearn = df[['X','Y']].values
gmm = mixture.GaussianMixture(n_components=3, covariance_type='diag', random_state=42)
gmm.fit(Y_sklearn)
labels = gmm.predict(Y_sklearn)
df['group'] = labels
plt.scatter(Y_sklearn[:, 0], Y_sklearn[:, 1], c=labels, s=5, cmap='viridis');
plt.scatter(df['X2'], df['Y2'], c='red', marker = 'x', edgecolor = 'k', s = 5, zorder = 10)
proba = pd.DataFrame(gmm.predict_proba(Y_sklearn).round(2)).reset_index(drop = True)
df_pred = pd.concat([df, proba], axis = 1)
In my opinion, if you want to define clusters as "regions where points are close to each other", you should use DBSCAN.
This clustering algorithm finds clusters by looking at regions where points are close to each other (i.e. dense regions), and are separated from other clusters by regions where points are less dense.
This algorithm can categorize points as noise (outliers). Outliers are labelled -1.
They are points that do not belong to any cluster.
Here is some code to perform DBSCAN clustering, and to insert the cluster labels as a new categorical column in the original Y_sklearn DataFrame. It also prints how many clusters and how many outliers are found.
import numpy as np
import pandas as pd
from sklearn.cluster import DBSCAN
Y_sklearn = df.loc[:, ["X", "Y"]].copy()
n_points = Y_sklearn.shape[0]
dbs = DBSCAN()
labels_clusters = dbs.fit_predict(Y_sklearn)
#Number of found clusters (outliers are not considered a cluster).
n_clusters = labels_clusters.max() + 1
print(f"DBSCAN found {n_clusters} clusters in dataset with {n_points} points.")
#Number of found outliers (possibly no outliers found).
n_outliers = np.count_nonzero((labels_clusters == -1))
if n_outliers:
print(f"{n_outliers} outliers were found.\n")
else:
print(f"No outliers were found.\n")
#Add cluster labels as a new column to original DataFrame.
Y_sklearn["cluster"] = labels_clusters
#Setting `cluster` column to Categorical dtype makes seaborn function properly treat
#cluster labels as categorical, and not numerical.
Y_sklearn["cluster"] = Y_sklearn["cluster"].astype("category")
If you want to plot the results, I suggest you use Seaborn. Here is some code to plot the points of Y_sklearn DataFrame, and color them by the cluster they belong to. I also define a new color palette, which is just the default Seaborn color palette, but where outliers (with label -1) will be in black.
import matplotlib.pyplot as plt
import seaborn as sns
name_palette = "tab10"
palette = sns.color_palette(name_palette)
if n_outliers:
color_outliers = "black"
palette.insert(0, color_outliers)
else:
pass
sns.set_palette(palette)
fig, ax = plt.subplots()
sns.scatterplot(data=Y_sklearn,
x="X",
y="Y",
hue="cluster",
ax=ax,
)
Using default hyperparameters, the DBSCAN algorithm finds no cluster in the data you provided: all points are considered outliers, because there is no region where points are significantly more dense. Is that your whole dataset, or is it just a sample? If it is a sample, the whole dataset will have much more points, and DBSCAN will certainly find some high density regions.
Or you can try tweaking the hyperparameters, min_samples and eps in particular. If you want to "force" the algorithm to find more clusters, you can decrease min_samples (default is 5), or increase eps (default is 0.5). Of course, the optimal hyperparamete values depends on the specific dataset, but default values are considered quite good for DBSCAN. So, if the algorithm considers all points in your dataset to be outliers, it means that there are no "natural" clusters!
Do you mean density estimation? You can model your data as a Gaussian Mixture and then get a probability of a point to belong to the mixture. You can use sklearn.mixture.GaussianMixture for that. By changing number of components you can control how many clusters you will have. The metric to cluster on is Euclidian distance from the reference point. So the GMM model will provide you with prediction of which cluster the data point should be classified to.
Since your metric is 1d, you will get a set of Gaussian distributions, i.e. a set of means and variances. So you can easily calculate the probability of any point to be in certain cluster, just by calculating how far it is from the reference point and put the value in the normal distribution pdf formula.
To make image more clear, I'm changing the reference point to (-5, 5) and select number of clusters = 4. In order to get the best number of clusters, use some metric that minimizes total variance and penalizes growth of number of mixtures. For example argmin(model.covariances_.sum()*num_clusters)
import pandas as pd
from sklearn.mixture import GaussianMixture
import numpy as np
import matplotlib.pyplot as plt
from scipy.stats import norm
df = pd.DataFrame({
'X' : [-1.0,-1.0,0.5,0.0,0.0,2.0,3.0,5.0,0.0,-2.5,2.0,8.0,-10.5,15.0,-20.0,-32.0,-20.0,-20.0,-10.0,20.5,0.0,20.0,-30.0,-15.0,20.0,-15.0,-10.0],
'Y' : [0.0,1.0,-0.5,0.5,-0.5,0.0,1.0,4.0,5.0,-3.5,-2.0,-8.0,-0.5,-10.5,-20.5,0.0,16.0,-15.0,5.0,13.5,20.0,-20.0,2.0,-17.5,-15,19.0,20.0],
})
ref_X, ref_Y = -5, 5
dist = np.sqrt((df.X-ref_X)**2 + (df.Y-ref_Y)**2)
n_mix = 4
gmm = GaussianMixture(n_mix)
model = gmm.fit(dist.values.reshape(-1,1))
x = np.linspace(-35., 35.)
y = np.linspace(-30., 30.)
X, Y = np.meshgrid(x, y)
XX = np.sqrt((X.ravel() - ref_X)**2 + (Y.ravel() - ref_Y)**2)
Z = model.score_samples(XX.reshape(-1,1))
Z = Z.reshape(X.shape)
# plot grid points probabilities
plt.set_cmap('plasma')
plt.contourf(X, Y, Z, 40)
plt.scatter(df.X, df.Y, c=model.predict(dist.values.reshape(-1,1)), edgecolor='black')
You can read more here and here
P.S. score_samples() returns log likelihoods, use exp() to convert to probability
Taking your centre point of 0,0 we can calculate the Euclidean distance from this point to all points in your df.
df['distance'] = np.sqrt(df['X']**2 + df['Y']**2)
If you have a centre point other than zero it would be:
df['distance'] = np.sqrt((centre_point_x - df['X'])**2 + (centre_point_y - df['Y'])**2)
Using your data and chart as before, we can plot this and see the distance metric increasing as we move away from the centre.
fig, ax = plt.subplots(figsize = (6,6))
ax.scatter(df['X'], df['Y'], c = df['distance'], cmap = 'viridis', marker = 'o', s = 30)
ax.set_xlim([-35, 35])
ax.set_ylim([-35, 35])
plt.show()
K-means
We can now use this distance data and use it to calculate K-means clusters as you did before, but this time using the distance data and an array of zeros (zeros because this k-means requires a 2d-array but we only want to split the 1d aray of dimensional data. So the zeros act as 'filler'
model = KMeans(n_clusters = 2) #choose how many clusters
# create this 2d array for the KMeans model
model_data = np.array([df['distance'].values, np.zeros(df.shape[0])])
model.fit(model_data.T) # transformed array because the above code produces
# data with 27 columns and 2 rows but we want it the other way round
df['group'] = model.labels_ # put the labels into the dataframe
Then we can plot the results
fig, ax = plt.subplots(figsize = (6,6))
ax.scatter(df['X'], df['Y'], c = df['group'], cmap = 'viridis', marker = 'o', s = 30)
ax.set_xlim([-35, 35])
ax.set_ylim([-35, 35])
plt.show()
With three clusters we get the following result:
Other clustering methods
Check out SKlearn's clustering page for more options. I experimented with DBSCAN with some good results but it depends on what you are trying to achieve exactly. Check out the table underneath their example charts to see how they each compare.

Knn give more weight to specific feature in distance

I'm using the Kobe Bryant Dataset.
I wish to predict the shot_made_flag with KnnRegressor.
I've used game_date to extract year and month features:
# covert season to years
kobe_data_encoded['season'] = kobe_data_encoded['season'].apply(lambda x: int(re.compile('(\d+)-').findall(x)[0]))
# add year and month using game_date
kobe_data_encoded['year'] = kobe_data_encoded['game_date'].apply(lambda x: int(re.compile('(\d{4})').findall(x)[0]))
kobe_data_encoded['month'] = kobe_data_encoded['game_date'].apply(lambda x: int(re.compile('-(\d+)-').findall(x)[0]))
kobe_data_encoded = kobe_data_encoded.drop(columns=['game_date'])
and I wish to use season, year, month features to give them more weight in the distance function so events with closer date to the current event will be closer neighbors but still maintain reasonable distances to potential other datapoints, so for example I don't wish an event withing the same day would be the closest neighbor just because of the date features but it'll take into account the other features such as shot_range etc..
To give it more weight I've tried to use metric argument with custom distance function but the arguments of the function are just numpy array without column information of pandas so I'm not sure what I can do and how to implement what I'm trying to do.
EDIT:
Using larger weights for date features to find the optimal k with cv of 10 running on k from [1, 100]:
from IPython.display import display
from sklearn.neighbors import KNeighborsClassifier
from sklearn.model_selection import StratifiedKFold
from sklearn.model_selection import cross_val_score
# scaling
min_max_scaler = preprocessing.MinMaxScaler()
scaled_features_df = kobe_data_encoded.copy()
column_names = ['loc_x', 'loc_y', 'minutes_remaining', 'period',
'seconds_remaining', 'shot_distance', 'shot_type', 'shot_zone_range']
scaled_features = min_max_scaler.fit_transform(scaled_features_df[column_names])
scaled_features_df[column_names] = scaled_features
not_classified_df = scaled_features_df[scaled_features_df['shot_made_flag'].isnull()]
classified_df = scaled_features_df[scaled_features_df['shot_made_flag'].notnull()]
X = classified_df.drop(columns=['shot_made_flag'])
y = classified_df['shot_made_flag']
cv = StratifiedKFold(n_splits=10, shuffle=True)
neighbors = [x for x in range(1, 100)]
cv_scores = []
weight = np.ones((X.shape[1],))
weight[[X.columns.get_loc("season"),
X.columns.get_loc("year"),
X.columns.get_loc("month")
]] = 5
weight = weight/weight.sum() #Normalize weights
def my_distance(x, y):
dist = ((x-y)**2)
return np.dot(dist, weight)
for k in neighbors:
print('k: ', k)
knn = KNeighborsClassifier(n_neighbors=k, metric=my_distance)
cv_scores.append(np.mean(cross_val_score(knn, X, y, cv=cv, scoring='roc_auc')))
#optimal K
optimal_k_index = cv_scores.index(min(cv_scores))
optimal_k = neighbors[optimal_k_index]
print('best k: ', optimal_k)
plt.plot(neighbors, cv_scores)
plt.xlabel('Number of Neighbors K')
plt.ylabel('ROC AUC')
plt.show()
Runs really slow, any idea on how to make it faster?
The idea of the weighted features is to find neighbors more close to the data point date to avoid data leakage and cv for finding optimal k.
First, you have to prepare a numpy 1D weight array, specifying weight for each feature. You could do something like:
weight = np.ones((M,)) # M is no of features
weight[[1,7,10]] = 2 # Increase weight of 1st,7th and 10th features
weight = weight/weight.sum() #Normalize weights
You can use kobe_data_encoded.columns to find indexes of season, year, month features in your dataframe to replace 2nd line above.
Now define a distance function, which by guideline have to take two 1D numpy array.
def my_dist(x,y):
global weight #1D array, same shape as x or y
dist = ((x-y)**2) #1D array, same shape as x or y
return np.dot(dist,weight) # a scalar float
And initialize KNeighborsRegressor as:
knn = KNeighborsRegressor(metric=my_dist)
EDIT:
To make things efficient, you can precompute distance matrix, and reuse it in KNN. This should bring in significant speedup by reducing calls to my_dist, since this non-vectorized custom python distance function is quite slow. So now -
dist = np.zeros((len(X),len(X))) #Computing NXN distance matrix
for i in range(len(X)): # You can halve this by using the fact that dist[i,j] = dist[j,i]
for j in range(len(X)):
dist[i,j] = my_dist(X[i],X[j])
for k in neighbors:
print('k: ', k)
knn = KNeighborsClassifier(n_neighbors=k, metric='precomputed') #Note: metric='precomputed'
cv_scores.append(np.mean(cross_val_score(knn, dist, y, cv=cv, scoring='roc_auc'))) #Note: passing dist instead of X
I couldn't test it, so let me know if something isn't alright.
Just add on Shihab's answer regarding distance computation. Can use scipy pdist as suggested in this post, which is faster and more efficient.
from scipy.spatial.distance import pdist, minkowski, squareform
# create the custom weight array
weight = ...
# calculate pairwise distances, using Minkowski norm with custom weights
distances = pdist(X, minkowski, 2, weight)
# reformat the result as a square matrix
distances_as_2d_matrix = squareform(distances)

Look up BernoulliNB Probability in Dataframe

I have some training data (TRAIN) and some test data (TEST).
Each row of each dataframe contains an observed class (X) and some columns of binary (Y). BernoulliNB predicts the probability of X given Y in the test data based on the training data. I am trying to look up the probability of the observed class of each row in the test data (Pr).
Edit: I used Antoine Zambelli's advice to fix the code:
from sklearn.naive_bayes import BernoulliNB
BNB = BernoulliNB()
# Training Data
TRAIN = pd.DataFrame({'X' : [1,2,3,9],
'Y1': [1,1,0,0],
'Y4': [1,0,0,0]})
# Test Data
TEST = pd.DataFrame({'X' : [5,0,1,1,1,2,2,2,2],
'Y1': [1,1,0,1,0,1,0,0,0],
'Y2': [1,0,1,0,1,0,1,0,1],
'Y3': [1,1,0,1,1,0,0,0,0],
'Y4': [1,1,0,1,1,0,0,0,0]})
# Add the information that TRAIN has none of the missing items
diff_cols = set(TEST.columns)-set(TRAIN.columns)
for i in diff_cols:
TRAIN[i] = 0
# Split the data
Se_Tr_X = TRAIN['X']
Se_Te_X = TEST ['X']
df_Tr_Y = TRAIN .drop('X', axis=1)
df_Te_Y = TEST .drop('X', axis=1)
# Train: Bernoulli Naive Bayes Classifier
A_F = BNB.fit(df_Tr_Y, Se_Tr_X)
# Test: Predict Probability
Ar_R = BNB.predict_proba(df_Te_Y)
df_R = pd.DataFrame(Ar_R)
# Rename the columns after the classes of X
df_R.columns = BNB.classes_
df_S = df_R .join(TEST)
# Look up the predicted probability of the observed X
# Skip X's that are not in the training data
def get_lu(df):
def lu(i, j):
return df.get(j, {}).get(i, np.nan)
return lu
df_S['Pr'] = [*map(get_lu(df_R), df_S .T, df_S .X)]
This seemed to work, giving me the result (df_S):
This correctly gives a "NaN" for the first 2 rows because the training data contains no information about classes X=5 or X=0.
Ok, there's a couple issues here. I have a full working example below, but first those issues. Mainly the assertion that "This correctly gives a "NaN" for the first 2 rows".
This ties back to the way classification algorithms are used and what they can do. The training data contains all the information you want your algorithm to know and be able to act on. The test data is only going to be processed with that information in mind. Even if you (the person) know that the test label is 5 and not included in the training data, the algorithm doesn't know that. It is only going to look at the feature data and then try to predict the label from those. So it can't return nan (or 5, or anything not in the training set) - that nan is coming from your work going from df_R to df_S.
This leads to the second issue which is the line df_Te_Y = TEST .iloc[ : , 1 : ], that line should be df_Te_Y = TEST .iloc[ : , 2 : ], so that it does not include the label data. Label data only appears in the training set. The predicted labels will only ever be drawn from the set of labels that appear in the training data.
Note: I've changed the class labels to be Y and the feature data to be X because that's standard in the literature.
from sklearn.naive_bayes import BernoulliNB
from sklearn.metrics import accuracy_score
import pandas as pd
BNB = BernoulliNB()
# Training Data
train_df = pd.DataFrame({'Y' : [1,2,3,9], 'X1': [1,1,0,0], 'X2': [0,0,0,0], 'X3': [0,0,0,0], 'X4': [1,0,0,0]})
# Test Data
test_df = pd.DataFrame({'Y' : [5,0,1,1,1,2,2,2,2],
'X1': [1,1,0,1,0,1,0,0,0],
'X2': [1,0,1,0,1,0,1,0,1],
'X3': [1,1,0,1,1,0,0,0,0],
'X4': [1,1,0,1,1,0,0,0,0]})
X = train_df.drop('Y', axis=1) # Known training data - all but 'Y' column.
Y = train_df['Y'] # Known training labels - just the 'Y' column.
X_te = test_df.drop('Y', axis=1) # Test data.
Y_te = test_df['Y'] # Only used to measure accuracy of prediction - if desired.
Ar_R = BNB.fit(X, Y).predict_proba(X_te) # Can be combined to a single line.
df_R = pd.DataFrame(Ar_R)
df_R.columns = BNB.classes_ # Rename as per class labels.
# Columns are class labels and Rows are observations.
# Each entry is a probability of that observation being assigned to that class label.
print(df_R)
predicted_labels = df_R.idxmax(axis=1).values # For each row, take the column with the highest prob in that row.
print(predicted_labels) # [1 1 3 1 3 2 3 3 3]
print(accuracy_score(Y_te, predicted_labels)) # Percent accuracy of prediction.
print(BNB.fit(X, Y).predict(X_te)) # [1 1 3 1 3 2 3 3 3], can be used in one line if predicted_label is all we want.
# NOTE: change train_df to have 'Y': [1,2,1,9] and we get predicted_labels = [1 1 9 1 1 1 9 1 9].
# So probabilities have changed.
I recommend reviewing some tutorials or other material on clustering algorithms if this doesn't make sense after reading the code.

gather values from 2dim tensor in tensorflow

Hi tensorflow beginner here... I'm trying to get the value of a certain elements in an 2 dim tensor, in my case class scores from a probability matrix.
The probability matrix is (1000,81) with batchsize 1000 and number of classes 81. ClassIDs is (1000,) and contains the index for the highest class score for each sample. How do I get the corresponding class score from the probability matrix using tf.gather?
class_ids = tf.cast(tf.argmax(probs, axis=1), tf.int32)
class_scores = tf.gather_nd(probs,class_ids)
class_scores should be a tensor of shape (1000,) containing the highest class_score for each sample.
Right now I'm using a workaround that looks like this:
class_score_count = []
for i in range(probs.shape[0]):
prob = probs[i,:]
class_score = prob[class_ids[i]]
class_score_count.append(class_score)
class_scores = tf.stack(class_score_count, axis=0)
Thanks for the help!
You can do it with tf.gather_nd like this:
class_ids = tf.cast(tf.argmax(probs, axis=1), tf.int32)
# If shape is not dynamic you can use probs.shape[0].value instead of tf.shape(probs)[0]
row_ids = tf.range(tf.shape(probs)[0], dtype=tf.int32)
idx = tf.stack([row_ids, class_ids], axis=1)
class_scores = tf.gather_nd(probs, idx)
You could also just use tf.reduce_max, even though it would actually compute the maximum again it may not be much slower if your data is not too big:
class_scores = tf.reduce_max(probs, axis=1)
you need to run the tensor class_ids to get the values
the values will be a bumpy array
you can access numpy array normally by a loop
you have to do something like this :
predictions = sess.run(tf.argmax(probs, 1), feed_dict={x: X_data})
predictions variable has all the information you need
tensorflow only returns those tensor values which you run explicitly
I think this is what the batch_dims argument for tf.gather is for.

My TensorFlow Gradient Descent diverges

import tensorflow as tf
import pandas as pd
import numpy as np
def normalize(data):
return data - np.min(data) / np.max(data) - np.min(data)
df = pd.read_csv('sat.csv', skipinitialspace=True)
x_reading = df['reading_score']
x_math = df['math_score']
x_reading, x_math = np.array(x_reading[df.reading_score != 's']), np.array(x_math[df.math_score != 's'])
x_data = normalize(np.float32(np.array([x_reading, x_math])))
y_writing = df[['writing_score']]
y_data = normalize(np.float32(np.array(y_writing[df.writing_score != 's'])))
W = tf.Variable(tf.random_uniform([1, 2], -.5, .5)) #float32
b = tf.Variable(tf.ones([1]))
y = tf.matmul(W, x_data) + b
loss = tf.reduce_mean(tf.square(y - y_data.T))
optimizer = tf.train.GradientDescentOptimizer(0.005)
train = optimizer.minimize(loss)
init = tf.initialize_all_variables()
with tf.Session() as sess:
sess.run(init)
for step in range(1000):
sess.run(train)
print step, sess.run(W), sess.run(b), sess.run(loss)
Here's my code. My sat.csv contains a data of reading, writing and math scores at SAT. As you can guess, the difference between the features is not that big.
This is a part of sat.csv.
DBN,SCHOOL NAME,Num of Test Takers,reading_score,math_score,writing_score
01M292,HENRY STREET SCHOOL FOR INTERNATIONAL STUDIES,29,355,404,363
01M448,UNIVERSITY NEIGHBORHOOD HIGH SCHOOL,91,383,423,366
01M450,EAST SIDE COMMUNITY SCHOOL,70,377,402,370
01M458,FORSYTH SATELLITE ACADEMY,7,414,401,359
01M509,MARTA VALLE HIGH SCHOOL,44,390,433,384
01M515,LOWER EAST SIDE PREPARATORY HIGH SCHOOL,112,332,557,316
01M539,"NEW EXPLORATIONS INTO SCIENCE, TECHNOLOGY AND MATH HIGH SCHOOL",159,522,574,525
01M650,CASCADES HIGH SCHOOL,18,417,418,411
01M696,BARD HIGH SCHOOL EARLY COLLEGE,130,624,604,628
02M047,47 THE AMERICAN SIGN LANGUAGE AND ENGLISH SECONDARY SCHOOL,16,395,400,387
I've only used math, writing and reading scores. My goal for the code above is to predict the writing score if I give math and reading scores.
I've never seen Tensorflow's gradient descent model diverges with this such simple data. What'd be wrong?
Here are a few options you could try:
Normalise you input and output data
Set smaller initial values for your weights
Use a lower learning rate
Divide your loss by the amount of samples you have (not putting your data in a placeholder is already uncommon).
Let me know what (if any) of these options helped and good luck!