{ "cells": [ { "cell_type": "markdown", "metadata": {}, "source": [ "# Sympy for checking gradients" ] }, { "cell_type": "code", "execution_count": 1, "metadata": { "collapsed": true }, "outputs": [], "source": [ "from sympy import symbols, diff, simplify, exp, log" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "### Linear regression" ] }, { "cell_type": "code", "execution_count": 2, "metadata": { "collapsed": false }, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "1.0*b0 + 1.0*b1*x1 + 1.0*b2*x2 - 1.0*y\n", "1.0*x1*(b0 + b1*x1 + b2*x2 - y)\n", "1.0*x2*(b0 + b1*x1 + b2*x2 - y)\n" ] } ], "source": [ "# Define symbols\n", "x1, x2, y, b0, b1, b2 = symbols(\"x1 x2 y b0 b1 b2\")\n", "\n", "# Predict\n", "yhat = b0 + b1 * x1 + b2 * x2\n", "\n", "# Compute loss\n", "loss = 0.5 * (y - yhat) ** 2\n", "\n", "# Differentiate\n", "print simplify(diff(loss, b0))\n", "print simplify(diff(loss, b1))\n", "print simplify(diff(loss, b2))" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "### Logistic Regression" ] }, { "cell_type": "code", "execution_count": 3, "metadata": { "collapsed": false }, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "(y*exp(-b0 - b1*x1 - b2*x2) + y - 1)/(exp(-b0 - b1*x1 - b2*x2) + 1)\n", "x1*(y*exp(-b0 - b1*x1 - b2*x2) + y - 1)/(exp(-b0 - b1*x1 - b2*x2) + 1)\n", "x2*(y*exp(-b0 - b1*x1 - b2*x2) + y - 1)/(exp(-b0 - b1*x1 - b2*x2) + 1)\n" ] } ], "source": [ "# Define symbols\n", "x1, x2, y, b0, b1, b2 = symbols(\"x1 x2 y b0 b1 b2\")\n", "\n", "# Predict\n", "z = b0 + b1 * x1 + b2 * x2\n", "yhat = 1 / (1 + exp(-z))\n", "\n", "# Compute loss\n", "loss = y * log(yhat) + (1 - y) * log(1 - yhat)\n", "\n", "# Differentiate\n", "print simplify(diff(loss, b0))\n", "print simplify(diff(loss, b1))\n", "print simplify(diff(loss, b2))\n" ] } ], "metadata": { "kernelspec": { "display_name": "Python 2", "language": "python", "name": "python2" }, "language_info": { "codemirror_mode": { "name": "ipython", "version": 2 }, "file_extension": ".py", "mimetype": "text/x-python", "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython2", "version": "2.7.11" } }, "nbformat": 4, "nbformat_minor": 0 }