Linear regression ma metotia mo lona toe faʻaleleia

Linear regression ma metotia mo lona toe faʻaleleia
puna: xkcd

Ole fa'asologa ole laina ole tasi lea o algorithms fa'avae mo le tele o vaega e feso'ota'i ma su'esu'ega fa'amaumauga. E manino lava le mafuaaga o lenei mea. O se algorithm sili ona faigofie ma malamalama, lea na fesoasoani i lona faʻaaogaina lautele mo le tele o sefulu, pe a le o le selau, o tausaga. O le manatu tatou te manatu o se laina faʻalagolago i le tasi fesuiaiga i luga o se seti o isi fesuiaiga, ona taumafai lea e toe faʻaleleia lenei faʻalagolago.

Ae o lenei tusiga e leʻo faʻatatau i le faʻaogaina o le laina laina e foia ai faʻafitauli faʻapitoa. O iinei o le a tatou mafaufau ai i mea manaia o le faʻatinoina o faʻasalalauga faʻasalalau mo lona toe faʻaleleia, lea na matou feagai pe a tusia se masini aʻoaʻoga module i totonu. Apache mumu. O sina numera fa'avae, a'oa'oga masini, ma fa'asoa fa'asoa e mafai ona fesoasoani ia te oe e iloa ai le fa'atinoina o le fa'asologa o laina e tusa lava pe tufatufaina au fa'amatalaga i le faitau afe o nodes.

O le a le mea o loo tatou talanoa ai?

O loʻo matou feagai ma le galuega o le toe faʻaleleia o le faʻalagolago laina. A'o fa'auluina fa'amaumauga, ua tu'uina atu ai se seti o vectors o fesuiaiga e manatu e tuto'atasi, o ia mea ta'itasi e feso'ota'i ma se tau fa'apitoa o le fesuiaiga fa'alagolago. O nei faʻamatalaga e mafai ona faʻatusalia i foliga o lua matrices:

Linear regression ma metotia mo lona toe faʻaleleia

I le taimi nei, talu ai o le faʻalagolago e faʻatatau, ma, e le gata i lea, laina, o le a tatou tusia lo tatou manatu i le tulaga o se oloa o matrices (e faafaigofie ai le pueina, iinei ma lalo ifo ua manatu o le taimi saoloto o le tutusa o loʻo natia i tua. Linear regression ma metotia mo lona toe faʻaleleia, ma le koluma mulimuli o le matrix Linear regression ma metotia mo lona toe faʻaleleia e iai iunite):

Linear regression ma metotia mo lona toe faʻaleleia

E foliga mai e pei o se faiga o laina tutusa, a ea? E foliga mai, ae e foliga mai o le a leai se vaifofo i sea faiga o tutusa. O le mafuaʻaga o lenei mea o le pisa, lea o loʻo i ai i le toetoe o soʻo se faʻamatalaga moni. O le isi mafua'aga atonu o le leai o se fa'alagolago i le laina, lea e mafai ona fa'afefe e ala i le fa'aofiina o isi fesuiaiga e le fa'alagolago i le laina muamua. Mafaufau i le faataitaiga lenei:
Linear regression ma metotia mo lona toe faʻaleleia
puna: Wikipedia

O se faʻataʻitaʻiga faigofie lea o le faʻasologa o laina e faʻaalia ai le sootaga o le tasi fesuiaiga (i luga o le axis Linear regression ma metotia mo lona toe faʻaleleia) mai se isi fesuiaiga (i luga o le axis Linear regression ma metotia mo lona toe faʻaleleia). Ina ia mafai e le faiga o laina tutusa e fetaui ma lenei faʻataʻitaʻiga e maua ai se fofo, o mea uma e tatau ona taoto tonu i luga o le laina saʻo tutusa. Ae e le sa'o lena mea. Ae latou te le o taoto i luga o le laina saʻo lava e tasi ona o le pisa (pe ona o le manatu o se sootaga laina sa sese). O le mea lea, ina ia mafai ona toe faʻafoʻisia se fesoʻotaʻiga laina mai faʻamatalaga moni, e masani lava ona manaʻomia le faʻalauiloaina o se isi manatu: o faʻamatalaga faʻapipiʻi o loʻo i ai le pisa ma o lenei pisa e iai. tufatufaina masani. E mafai ona e faia ni manatu e uiga i isi ituaiga o faʻasalalauga pisa, ae i le tele o tulaga o le tufatufaina masani lea e iloiloina, lea o le a talanoaina atili.

Metotia aupito maualuga

O lea la, na matou manatu o le i ai o le pisapisao masani ona tufatufaina atu. O le a le mea e fai i se tulaga faapena? Mo lenei tulaga i le matematika o loʻo i ai ma faʻaaogaina lautele auala aupito maualuga e ono mafai. I se faapuupuuga, o lona uiga e taoto i le filifiliga galuega e ono tutupu mai ma lona fa'ateleina mulimuli ane.

Matou te toe foʻi i le toe faʻaleleia o se fesoʻotaʻiga laina mai faʻamaumauga ma le pisa masani. Manatua o le sootaga laina fa'apea o le fa'amoemoega fa'a-matematika Linear regression ma metotia mo lona toe faʻaleleia tufatufaina masani. I le taimi lava e tasi, o le avanoa e faapea Linear regression ma metotia mo lona toe faʻaleleia e fa'atatau i se tasi po'o se isi, i lalo o le i ai o mea e mafai ona matauina Linear regression ma metotia mo lona toe faʻaleleia, fa'apea:

Linear regression ma metotia mo lona toe faʻaleleia

Sei o tatou suitulaga nei Linear regression ma metotia mo lona toe faʻaleleia и Linear regression ma metotia mo lona toe faʻaleleia O fesuiaiga matou te manaʻomia o:

Linear regression ma metotia mo lona toe faʻaleleia

Pau lava le mea o loʻo totoe o le suʻeina o le vector Linear regression ma metotia mo lona toe faʻaleleia, lea e maualuga ai lenei avanoa. Ina ia faʻateleina sea galuega, e faigofie ona ave muamua se logarithm (o le logarithm o le galuega o le a oʻo i le maualuga i le tulaga tutusa ma le galuega lava ia):

Linear regression ma metotia mo lona toe faʻaleleia

Lea, i le isi itu, e sau i lalo i le faaitiitia o le galuega tauave nei:

Linear regression ma metotia mo lona toe faʻaleleia

I le ala, e taʻua lea o se metotia sikuea aupito itiiti. O le tele o taimi o manatu uma o loʻo i luga e le faʻaaogaina ma o lenei metotia e faʻaaogaina.

QR pala

E mafai ona maua le la'ititi o le galuega o lo'o i luga e ala i le su'eina o le tulaga o lo'o leai ai le gradient o lenei galuega. Ma o le gradient o le a tusia e faapea:

Linear regression ma metotia mo lona toe faʻaleleia

QR pala ose auala fa'ata'oto mo le fo'ia o le fa'afitauli fa'aitiitiga o lo'o fa'aogaina ile faiga fa'atafa'a aupito itiiti. I lenei tulaga, matou te toe tusia le faʻatusatusa i le matrix form:

Linear regression ma metotia mo lona toe faʻaleleia

O lea matou te decompose le matrix Linear regression ma metotia mo lona toe faʻaleleia i matrices Linear regression ma metotia mo lona toe faʻaleleia и Linear regression ma metotia mo lona toe faʻaleleia ma faia se faasologa o suiga (o le QR decomposition algorithm lava ia o le a le mafaufauina iinei, naʻo lona faʻaogaina e faʻatatau i le galuega o loʻo i ai):

Linear regression ma metotia mo lona toe faʻaleleia

Matrix Linear regression ma metotia mo lona toe faʻaleleia e fa'aola. O lenei mea e mafai ai ona tatou faʻaumatia le galuega Linear regression ma metotia mo lona toe faʻaleleia:

Linear regression ma metotia mo lona toe faʻaleleia

Ma afai e te sui Linear regression ma metotia mo lona toe faʻaleleia i Linear regression ma metotia mo lona toe faʻaleleia, ona manuia ai lea Linear regression ma metotia mo lona toe faʻaleleia. Mafaufau i lena mea Linear regression ma metotia mo lona toe faʻaleleia ose matrix tafatolu pito i luga, e pei o lenei:

Linear regression ma metotia mo lona toe faʻaleleia

E mafai ona foia lenei mea e ala i le auala e suitulaga ai. Elemene Linear regression ma metotia mo lona toe faʻaleleia o lo'o tu e pei o Linear regression ma metotia mo lona toe faʻaleleia, elemene muamua Linear regression ma metotia mo lona toe faʻaleleia o lo'o tu e pei o Linear regression ma metotia mo lona toe faʻaleleia ma isi.

E taua le matauina iinei o le lavelave o le taunuuga algorithm ona o le faaaogaina o le QR decomposition e tutusa ma Linear regression ma metotia mo lona toe faʻaleleia. E le gata i lea, e ui lava i le mea moni o le faʻaogaina o le faʻateleina o le matrix e tutusa lelei, e le mafai ona tusia se faʻasalalauga lelei o lenei algorithm.

Aga'i Fa'asa'o

Pe a talanoa e uiga i le faʻaitiitia o se galuega, e taua i taimi uma le manatuaina o le auala (stochastic) faʻasolosolo faʻasolosolo. Ose faiga fa'aitiitiga faigofie ma aoga e fa'atatau i le fa'atatauina fa'asolosolo o le gradient o se galuega i se vaega ona sui lea i le itu fa'afeagai ma le gradient. O ia la'asaga ta'itasi e fa'alatalata atu ai le fofo ile pito maualalo. E foliga tutusa lava le gradient:

Linear regression ma metotia mo lona toe faʻaleleia

O lenei metotia e tutusa lelei foi ma tufatufa ona o le laina laina o le gradient operator. Manatua o le fua fa'atatau o lo'o i luga, i lalo o le fa'ailoga aofa'i o lo'o iai fa'aupuga tuto'atasi. I se isi faaupuga, e mafai ona tatou fa'atatauina le gradient e tuto'atasi mo fa'ailoga uma Linear regression ma metotia mo lona toe faʻaleleia mai le muamua i Linear regression ma metotia mo lona toe faʻaleleia, fa'atasi ma lenei, fa'atatau le gradient mo fa'ailoga ma Linear regression ma metotia mo lona toe faʻaleleia i Linear regression ma metotia mo lona toe faʻaleleia. Ona fa'aopoopo lea o le fa'aliliga ua maua. O le taunuuga o le faʻaopoopoga o le a tutusa ma pe a tatou vave faʻatulagaina le gradient mo faʻailoga mai le muamua i Linear regression ma metotia mo lona toe faʻaleleia. O le mea lea, afai o faʻamatalaga e tufatufa atu i le tele o faʻamaumauga, e mafai ona faʻatatau le gradient i vaega taʻitasi, ona mafai lea ona faʻaputuina taunuuga o nei faʻatusatusaga e maua ai le iʻuga mulimuli:

Linear regression ma metotia mo lona toe faʻaleleia

Mai le faʻatinoga o le vaaiga, o lenei mea e fetaui ma le faʻataʻitaʻiga Faʻaitiitia. I laasaga taʻitasi o le faʻasolosolo faʻasolosolo, e tuʻuina atu se galuega i node faʻamaumauga taʻitasi e faʻatatau ai le gradient, ona aoina faʻatasi lea o gradients fuafuaina, ma faʻaaoga le taunuuga o latou aofaʻi e faʻaleleia ai le taunuuga.

E ui i le faigofie o le faʻatinoga ma le mafai ona faʻatinoina i le MapReduce paradigm, o le faʻasolosolo faʻasolosolo e iai foʻi ona faʻaletonu. Aemaise lava, o le numera o laasaga e manaʻomia e ausia ai le faʻatasi e matua maualuga atu pe a faʻatusatusa i isi metotia faʻapitoa.

LSQR

LSQR o se isi auala mo le foia o le faafitauli, lea e fetaui lelei mo le toe faʻaleleia o laina laina ma mo le foia o faiga o laina laina. O lona uiga autu o le tuʻufaʻatasia o le lelei o metotia matrix ma se faʻataʻitaʻiga. O fa'atinoga o lenei metotia e mafai ona maua i faletusi uma e lua SciPy, ma i totonu MATLAB. O se faʻamatalaga o lenei metotia o le a le tuʻuina atu iinei (e mafai ona maua i le tusiga LSQR: Ose algorithm mo fa'atusatusaga fa'asologa fa'asolosolo ma sikuea fa'atauva'a). Nai lo lena, o le a faʻaalia se auala e faʻafetaui ai le LSQR i le faʻatinoga i se siosiomaga tufatufaina.

O le LSQR auala e faʻavae i luga faiga fa'ata'atiaga. Ole faiga fa'ata'ita'i lea, ole fa'asologa ta'itasi e iai laasaga nei:
Linear regression ma metotia mo lona toe faʻaleleia

Ae afai tatou te manatu o le matrix Linear regression ma metotia mo lona toe faʻaleleia e vaelua fa'alava, ona fa'atusaina lea o fa'amatalaga ta'itasi o ni laasaga se lua MapReduce. I lenei auala, e mafai ona faʻaitiitia le faʻaliliuina o faʻamatalaga i taimi taʻitasi (naʻo vectors ma le umi e tutusa ma le numera o mea e le iloa):

Linear regression ma metotia mo lona toe faʻaleleia

O le auala lea e faʻaaogaina pe a faʻaaogaina le laina laina i totonu Apache Ignite ML.

iʻuga

E tele laina laina toe faʻaleleia algorithms, ae le o mea uma e mafai ona faʻaaogaina i tulaga uma. O le mea lea e sili ona lelei le faʻaleagaina o QR mo fofo saʻo i luga o faʻamaumauga laiti. E faigofie le fa'atinoina o le fa'asolosolo fa'asolosolo ma fa'atagaina oe e vave maua se tali fa'atatau. Ma o le LSQR o loʻo tuʻufaʻatasia mea sili o algorithms e lua talu ai, talu ai e mafai ona tufatufa atu, faʻafeiloaʻi vave pe a faʻatusatusa i le faʻasolosolo faʻasolosolo, ma faʻatagaina foi le vave taofi o le algorithm, e le pei o le QR decomposition, e suʻe ai se fofo faʻatatau.

puna: www.habr.com

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