# Example of estimating coefficients # Make a prediction def predict(row, coefficients): yhat = coefficients[0] for i in range(len(row)-1): yhat += coefficients[i + 1] * row[i] return yhat # Estimate linear regression coefficients using stochastic gradient descent def coefficients_sgd(train, l_rate, n_epoch): coef = [0.0 for i in range(len(train[0]))] for epoch in range(n_epoch): sum_error = 0 for row in train: yhat = predict(row, coef) error = yhat - row[-1] sum_error += error**2 coef[0] = coef[0] - l_rate * error for i in range(len(row)-1): coef[i + 1] = coef[i + 1] - l_rate * error * row[i] print('>epoch=%d, lrate=%.3f, error=%.3f' % (epoch, l_rate, sum_error)) return coef # Calculate coefficients dataset = [[1, 1], [2, 3], [4, 3], [3, 2], [5, 5]] l_rate = 0.001 n_epoch = 50 coef = coefficients_sgd(dataset, l_rate, n_epoch) print(coef)