"""
Vectorized Linear Regression using Gradient Descent
Author: Somrita Banerjee (mailto:somritabanerjee126@gmail.com)
Dataset used: CSGO dataset (ADR vs Rating)
References:
https://en.wikipedia.org/wiki/Linear_regression
"""
import httpx2
import numpy as np
def collect_dataset() -> np.ndarray:
"""Collect dataset of CSGO (ADR vs Rating).
:return: dataset as a NumPy array
>>> ds = collect_dataset()
>>> isinstance(ds, np.ndarray)
True
>>> ds.shape[1] >= 2
True
"""
response = httpx2.get(
"https://raw.githubusercontent.com/yashLadha/The_Math_of_Intelligence/"
"master/Week1/ADRvsRating.csv",
timeout=10,
)
lines = response.text.splitlines()
data = [line.split(",") for line in lines]
data.pop(0)
return np.array(data, dtype=float)
def gradient_descent(
features: np.ndarray,
labels: np.ndarray,
alpha: float = 0.000155,
iterations: int = 100000,
) -> np.ndarray:
"""Run gradient descent in a fully vectorized form.
:param features: dataset features
:param labels: dataset labels
:param alpha: learning rate
:param iterations: number of iterations
:return: learned feature vector theta
>>> import numpy as np
>>> features = np.array([[1, 1], [1, 2], [1, 3]])
>>> labels = np.array([[1], [2], [3]])
>>> theta = gradient_descent(
... features, labels, alpha=0.01, iterations=1000 # doctest: +SKIP
... )
"""
m, n = features.shape
theta = np.zeros((n, 1))
for i in range(iterations):
predictions = features @ theta
errors = predictions - labels
gradients = (features.T @ errors) / m
theta -= alpha * gradients
if i % (iterations // 10) == 0:
cost = np.sum(errors**2) / (2 * m)
print(f"Iteration {i + 1}: Error = {cost:.5f}")
return theta
def mean_absolute_error(predicted_y: np.ndarray, original_y: np.ndarray) -> float:
"""Return mean absolute error.
>>> pred = np.array([3, -0.5, 2, 7])
>>> orig = np.array([2.5, 0.0, 2, 8])
>>> mean_absolute_error(pred, orig)
0.5
"""
return float(np.mean(np.abs(original_y - predicted_y)))
def main() -> None:
dataset = collect_dataset()
m = dataset.shape[0]
features = np.c_[np.ones(m), dataset[:, :-1]]
labels = dataset[:, -1].reshape(-1, 1)
theta = gradient_descent(features, labels)
print("Resultant Feature vector:")
for value in theta.ravel():
print(f"{value:.5f}")
if __name__ == "__main__":
import doctest
doctest.testmod()
main()