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{
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"cells": [
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"# Implementing the Gradient Descent Algorithm\n",
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"\n",
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"In this lab, we'll implement the basic functions of the Gradient Descent algorithm to find the boundary in a small dataset. First, we'll start with some functions that will help us plot and visualize the data."
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {
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"collapsed": true
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},
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"outputs": [],
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"source": [
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"import matplotlib.pyplot as plt\n",
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"import numpy as np\n",
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"import pandas as pd\n",
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"\n",
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"#Some helper functions for plotting and drawing lines\n",
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"\n",
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"def plot_points(X, y):\n",
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" admitted = X[np.argwhere(y==1)]\n",
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" rejected = X[np.argwhere(y==0)]\n",
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" plt.scatter([s[0][0] for s in rejected], [s[0][1] for s in rejected], s = 25, color = 'blue', edgecolor = 'k')\n",
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" plt.scatter([s[0][0] for s in admitted], [s[0][1] for s in admitted], s = 25, color = 'red', edgecolor = 'k')\n",
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"\n",
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"def display(m, b, color='g--'):\n",
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" plt.xlim(-0.05,1.05)\n",
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" plt.ylim(-0.05,1.05)\n",
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" x = np.arange(-10, 10, 0.1)\n",
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" plt.plot(x, m*x+b, color)"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"## Reading and plotting the data"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {
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"collapsed": true
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},
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"outputs": [],
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"source": [
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"data = pd.read_csv('data.csv', header=None)\n",
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"X = np.array(data[[0,1]])\n",
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"y = np.array(data[2])\n",
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"plot_points(X,y)\n",
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"plt.show()"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"## TODO: Implementing the basic functions\n",
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"Here is your turn to shine. Implement the following formulas, as explained in the text.\n",
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"- Sigmoid activation function\n",
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"\n",
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"$$\\sigma(x) = \\frac{1}{1+e^{-x}}$$\n",
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"\n",
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"- Output (prediction) formula\n",
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"\n",
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"$$\\hat{y} = \\sigma(w_1 x_1 + w_2 x_2 + b)$$\n",
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"\n",
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"- Error function\n",
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"\n",
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"$$Error(y, \\hat{y}) = - y \\log(\\hat{y}) - (1-y) \\log(1-\\hat{y})$$\n",
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"\n",
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"- The function that updates the weights\n",
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"\n",
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"$$ w_i \\longrightarrow w_i + \\alpha (y - \\hat{y}) x_i$$\n",
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"\n",
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"$$ b \\longrightarrow b + \\alpha (y - \\hat{y})$$"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {
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"collapsed": true
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},
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"outputs": [],
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"source": [
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"# Implement the following functions\n",
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"\n",
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"# Activation (sigmoid) function\n",
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"def sigmoid(x):\n",
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" pass\n",
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"\n",
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"# Output (prediction) formula\n",
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"def output_formula(features, weights, bias):\n",
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" pass\n",
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"\n",
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"# Error (log-loss) formula\n",
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"def error_formula(y, output):\n",
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" pass\n",
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"\n",
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"# Gradient descent step\n",
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"def update_weights(x, y, weights, bias, learnrate):\n",
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" pass"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"## Training function\n",
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"This function will help us iterate the gradient descent algorithm through all the data, for a number of epochs. It will also plot the data, and some of the boundary lines obtained as we run the algorithm."
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {
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"collapsed": true
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},
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"outputs": [],
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"source": [
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"np.random.seed(44)\n",
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"\n",
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"epochs = 100\n",
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"learnrate = 0.01\n",
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"\n",
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"def train(features, targets, epochs, learnrate, graph_lines=False):\n",
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" \n",
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" errors = []\n",
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" n_records, n_features = features.shape\n",
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" last_loss = None\n",
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" weights = np.random.normal(scale=1 / n_features**.5, size=n_features)\n",
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" bias = 0\n",
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" for e in range(epochs):\n",
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" del_w = np.zeros(weights.shape)\n",
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" for x, y in zip(features, targets):\n",
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" output = output_formula(x, weights, bias)\n",
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" error = error_formula(y, output)\n",
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" weights, bias = update_weights(x, y, weights, bias, learnrate)\n",
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" \n",
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" # Printing out the log-loss error on the training set\n",
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" out = output_formula(features, weights, bias)\n",
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" loss = np.mean(error_formula(targets, out))\n",
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" errors.append(loss)\n",
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" if e % (epochs / 10) == 0:\n",
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" print(\"\\n========== Epoch\", e,\"==========\")\n",
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" if last_loss and last_loss < loss:\n",
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" print(\"Train loss: \", loss, \" WARNING - Loss Increasing\")\n",
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" else:\n",
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" print(\"Train loss: \", loss)\n",
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" last_loss = loss\n",
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" predictions = out > 0.5\n",
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" accuracy = np.mean(predictions == targets)\n",
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" print(\"Accuracy: \", accuracy)\n",
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" if graph_lines and e % (epochs / 100) == 0:\n",
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" display(-weights[0]/weights[1], -bias/weights[1])\n",
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" \n",
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"\n",
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" # Plotting the solution boundary\n",
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" plt.title(\"Solution boundary\")\n",
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" display(-weights[0]/weights[1], -bias/weights[1], 'black')\n",
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"\n",
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" # Plotting the data\n",
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" plot_points(features, targets)\n",
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" plt.show()\n",
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"\n",
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" # Plotting the error\n",
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" plt.title(\"Error Plot\")\n",
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" plt.xlabel('Number of epochs')\n",
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" plt.ylabel('Error')\n",
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" plt.plot(errors)\n",
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" plt.show()"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"## Time to train the algorithm!\n",
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"When we run the function, we'll obtain the following:\n",
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"- 10 updates with the current training loss and accuracy\n",
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"- A plot of the data and some of the boundary lines obtained. The final one is in black. Notice how the lines get closer and closer to the best fit, as we go through more epochs.\n",
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"- A plot of the error function. Notice how it decreases as we go through more epochs."
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {
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"collapsed": true
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},
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"outputs": [],
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"source": [
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"train(X, y, epochs, learnrate, True)"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {
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"collapsed": true
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},
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"outputs": [],
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"source": []
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {
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"collapsed": true
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},
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"outputs": [],
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"source": []
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}
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],
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"metadata": {
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"kernelspec": {
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"display_name": "Python 3",
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"language": "python",
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"name": "python3"
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},
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"language_info": {
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"codemirror_mode": {
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"name": "ipython",
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"version": 3
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},
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"file_extension": ".py",
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"mimetype": "text/x-python",
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"name": "python",
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"nbconvert_exporter": "python",
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"pygments_lexer": "ipython3",
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"version": "3.6.1"
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}
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},
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"nbformat": 4,
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"nbformat_minor": 2
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}
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{
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"cells": [
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"# Solutions"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {
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"collapsed": true
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},
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"outputs": [],
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"source": [
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"# Activation (sigmoid) function\n",
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"def sigmoid(x):\n",
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" return 1 / (1 + np.exp(-x))\n",
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"\n",
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"def output_formula(features, weights, bias):\n",
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" return sigmoid(np.dot(features, weights) + bias)\n",
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"\n",
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"def error_formula(y, output):\n",
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" return - y*np.log(output) - (1 - y) * np.log(1-output)\n",
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"\n",
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"def update_weights(x, y, weights, bias, learnrate):\n",
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" output = output_formula(x, weights, bias)\n",
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" d_error = -(y - output)\n",
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" weights -= learnrate * d_error * x\n",
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" bias -= learnrate * d_error\n",
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" return weights, bias"
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]
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}
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],
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"metadata": {
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"kernelspec": {
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"display_name": "Python 3",
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"language": "python",
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"name": "python3"
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},
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"language_info": {
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"codemirror_mode": {
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"name": "ipython",
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"version": 3
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},
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"file_extension": ".py",
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"mimetype": "text/x-python",
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"name": "python",
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"nbconvert_exporter": "python",
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"pygments_lexer": "ipython3",
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"version": "3.6.1"
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}
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},
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"nbformat": 4,
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"nbformat_minor": 2
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}

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