SGD梯度下降公式：
当梯度大于0时，变小，往左边找梯度接近0的值。
当梯度小于0时，减去一个负数会变大，往右边找梯度接近0的值，此时梯度从负数到0上升
python
#coding:utf8
import torch
import torch.nn as nn
import numpy as np
import copy
"""
基于pytorch的网络编写
手动实现梯度计算和反向传播
加入激活函数
"""
class TorchModel(nn.Module):
def __init__(self, hidden_size):
super(TorchModel, self).__init__()
self.layer = nn.Linear(hidden_size, hidden_size, bias=False) #w = hidden_size * hidden_size wx+b -> wx
self.activation = torch.sigmoid
self.loss = nn.functional.mse_loss #loss采用均方差损失
#当输入真实标签，返回loss值；无真实标签，返回预测值
def forward(self, x, y=None):
y_pred = self.layer(x)
y_pred = self.activation(y_pred)
if y is not None:
return self.loss(y_pred, y)
else:
return y_pred
#自定义模型，接受一个参数矩阵作为入参
class DiyModel:
def __init__(self, weight):
self.weight = weight
def forward(self, x, y=None):
x = np.dot(x, self.weight.T)
y_pred = self.diy_sigmoid(x)
if y is not None:
return self.diy_mse_loss(y_pred, y)
else:
return y_pred
#sigmoid
def diy_sigmoid(self, x):
return 1 / (1 + np.exp(-x))
#手动实现mse，均方差loss
def diy_mse_loss(self, y_pred, y_true):
return np.sum(np.square(y_pred - y_true)) / len(y_pred)
#手动实现梯度计算
def calculate_grad(self, y_pred, y_true, x):
#前向过程
# wx = np.dot(self.weight, x)
# sigmoid_wx = self.diy_sigmoid(wx)
# loss = self.diy_mse_loss(sigmoid_wx, y_true)
#反向过程
# 均方差函数 (y_pred - y_true) ^ 2 / n 的导数 = 2 * (y_pred - y_true) / n , 结果为2维向量
grad_mse = 2/len(x) * (y_pred - y_true)
# sigmoid函数 y = 1/(1+e^(-x)) 的导数 = y * (1 - y), 结果为2维向量
grad_sigmoid = y_pred * (1 - y_pred)
# wx矩阵运算，见ppt拆解, wx = [w11*x0 + w21*x1, w12*x0 + w22*x1]
#导数链式相乘
grad_w11 = grad_mse[0] * grad_sigmoid[0] * x[0]
grad_w12 = grad_mse[1] * grad_sigmoid[1] * x[0]
grad_w21 = grad_mse[0] * grad_sigmoid[0] * x[1]
grad_w22 = grad_mse[1] * grad_sigmoid[1] * x[1]
grad = np.array([[grad_w11, grad_w12],
[grad_w21, grad_w22]])
#由于pytorch存储做了转置，输出时也做转置处理
return grad.T
#梯度更新
def diy_sgd(grad, weight, learning_rate):
return weight - learning_rate * grad
#adam梯度更新
def diy_adam(grad, weight):
#参数应当放在外面，此处为保持后方代码整洁简单实现一步
alpha = 1e-3 #学习率
beta1 = 0.9 #超参数
beta2 = 0.999 #超参数
eps = 1e-8 #超参数
t = 0 #初始化
mt = 0 #初始化
vt = 0 #初始化
#开始计算
t = t + 1
gt = grad
mt = beta1 * mt + (1 - beta1) * gt
vt = beta2 * vt + (1 - beta2) * gt ** 2
mth = mt / (1 - beta1 ** t)
vth = vt / (1 - beta2 ** t)
weight = weight - (alpha * mth/ (np.sqrt(vth) + eps))
return weight
x = np.array([-0.5, 0.1]) #输入
y = np.array([0.1, 0.2]) #预期输出
#torch实验
torch_model = TorchModel(2)
torch_model_w = torch_model.state_dict()["layer.weight"]
print(torch_model_w, "初始化权重")
numpy_model_w = copy.deepcopy(torch_model_w.numpy())
#numpy array -> torch tensor, unsqueeze的目的是增加一个batchsize维度
torch_x = torch.from_numpy(x).float().unsqueeze(0)
torch_y = torch.from_numpy(y).float().unsqueeze(0)
#torch的前向计算过程，得到loss
torch_loss = torch_model(torch_x, torch_y)
print("torch模型计算loss：", torch_loss)
# #手动实现loss计算
diy_model = DiyModel(numpy_model_w)
diy_loss = diy_model.forward(x, y)
print("diy模型计算loss：", diy_loss)
# # #设定优化器
learning_rate = 0.1
# optimizer = torch.optim.SGD(torch_model.parameters(), lr=learning_rate)
optimizer = torch.optim.Adam(torch_model.parameters())
# optimizer.zero_grad()
# #
# # #pytorch的反向传播操作
torch_loss.backward()
print(torch_model.layer.weight.grad, "torch 计算梯度") #查看某层权重的梯度
# # #手动实现反向传播
grad = diy_model.calculate_grad(diy_model.forward(x), y, x)
print(grad, "diy 计算梯度")
# #
# #torch梯度更新
optimizer.step()
# # #查看更新后权重
update_torch_model_w = torch_model.state_dict()["layer.weight"]
print(update_torch_model_w, "torch更新后权重")
# #
# # #手动梯度更新
# diy_update_w = diy_sgd(grad, numpy_model_w, learning_rate)
diy_update_w = diy_adam(grad, numpy_model_w)
print(diy_update_w, "diy更新权重")