""" 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 """ # /// script # requires-python = ">=3.13" # dependencies = [ # "httpx2", # "numpy", # ] # /// 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) # remove header row 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: # log occasionally 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]] # add intercept term 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() # runs all doctests main() # runs main function