issue: Estimating model w/ Batch Gradient Descent (BGD)












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I'm trying to estimate the model from the first code block w/Batch Gradient Descent (BGD) with an eta = 0.1, 1000 iterations, and 200 observations. The first block runs without error.



import numpy as np
np.random.seed(42)
#Generate random numbers between 0 and 1.
X = 2 + 2 * np.random.rand(200, 1)
Z = 3 - 3 * np.random.rand(200, 1)
Y = 5 + 2 * X + Z + np.random.randn(200, 1)

X_b = np.c_[np.ones((200, 1)), X, Z] # add x0 = 1 to each instance
theta_best = np.linalg.inv(X_b.T.dot(X_b)).dot(X_b.T).dot(Y)
theta_best


but then...



    # set step at 0.1
eta = 0.1
# number of steps
n_iterations = 1000
# number of observations
m = 200
# randomly set the starting point
theta = np.random.randn(200,3)
# Walk 1000 steps.
for iteration in range(n_iterations):
gradients = 2/m * X_b.T.dot(X_b.dot(theta) - Y)
theta = theta - eta * gradients
theta

ValueError Traceback (most recent call last)
<ipython-input-12-dbb152611c75> in <module>()
8 # Walk 1000 steps.
9 for iteration in range(n_iterations):
---> 10 gradients = 2/m * X_b.T.dot(X_b.dot(theta) - Y)
11 theta = theta - eta * gradients
12 theta

ValueError: shapes (200,3) and (200,3) not aligned: 3 (dim 1) != 200 (dim 0)


What would explain the ValueError?










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Kyle Anthony is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
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    0












    $begingroup$


    I'm trying to estimate the model from the first code block w/Batch Gradient Descent (BGD) with an eta = 0.1, 1000 iterations, and 200 observations. The first block runs without error.



    import numpy as np
    np.random.seed(42)
    #Generate random numbers between 0 and 1.
    X = 2 + 2 * np.random.rand(200, 1)
    Z = 3 - 3 * np.random.rand(200, 1)
    Y = 5 + 2 * X + Z + np.random.randn(200, 1)

    X_b = np.c_[np.ones((200, 1)), X, Z] # add x0 = 1 to each instance
    theta_best = np.linalg.inv(X_b.T.dot(X_b)).dot(X_b.T).dot(Y)
    theta_best


    but then...



        # set step at 0.1
    eta = 0.1
    # number of steps
    n_iterations = 1000
    # number of observations
    m = 200
    # randomly set the starting point
    theta = np.random.randn(200,3)
    # Walk 1000 steps.
    for iteration in range(n_iterations):
    gradients = 2/m * X_b.T.dot(X_b.dot(theta) - Y)
    theta = theta - eta * gradients
    theta

    ValueError Traceback (most recent call last)
    <ipython-input-12-dbb152611c75> in <module>()
    8 # Walk 1000 steps.
    9 for iteration in range(n_iterations):
    ---> 10 gradients = 2/m * X_b.T.dot(X_b.dot(theta) - Y)
    11 theta = theta - eta * gradients
    12 theta

    ValueError: shapes (200,3) and (200,3) not aligned: 3 (dim 1) != 200 (dim 0)


    What would explain the ValueError?










    share|improve this question







    New contributor




    Kyle Anthony is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
    Check out our Code of Conduct.







    $endgroup$















      0












      0








      0





      $begingroup$


      I'm trying to estimate the model from the first code block w/Batch Gradient Descent (BGD) with an eta = 0.1, 1000 iterations, and 200 observations. The first block runs without error.



      import numpy as np
      np.random.seed(42)
      #Generate random numbers between 0 and 1.
      X = 2 + 2 * np.random.rand(200, 1)
      Z = 3 - 3 * np.random.rand(200, 1)
      Y = 5 + 2 * X + Z + np.random.randn(200, 1)

      X_b = np.c_[np.ones((200, 1)), X, Z] # add x0 = 1 to each instance
      theta_best = np.linalg.inv(X_b.T.dot(X_b)).dot(X_b.T).dot(Y)
      theta_best


      but then...



          # set step at 0.1
      eta = 0.1
      # number of steps
      n_iterations = 1000
      # number of observations
      m = 200
      # randomly set the starting point
      theta = np.random.randn(200,3)
      # Walk 1000 steps.
      for iteration in range(n_iterations):
      gradients = 2/m * X_b.T.dot(X_b.dot(theta) - Y)
      theta = theta - eta * gradients
      theta

      ValueError Traceback (most recent call last)
      <ipython-input-12-dbb152611c75> in <module>()
      8 # Walk 1000 steps.
      9 for iteration in range(n_iterations):
      ---> 10 gradients = 2/m * X_b.T.dot(X_b.dot(theta) - Y)
      11 theta = theta - eta * gradients
      12 theta

      ValueError: shapes (200,3) and (200,3) not aligned: 3 (dim 1) != 200 (dim 0)


      What would explain the ValueError?










      share|improve this question







      New contributor




      Kyle Anthony is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.







      $endgroup$




      I'm trying to estimate the model from the first code block w/Batch Gradient Descent (BGD) with an eta = 0.1, 1000 iterations, and 200 observations. The first block runs without error.



      import numpy as np
      np.random.seed(42)
      #Generate random numbers between 0 and 1.
      X = 2 + 2 * np.random.rand(200, 1)
      Z = 3 - 3 * np.random.rand(200, 1)
      Y = 5 + 2 * X + Z + np.random.randn(200, 1)

      X_b = np.c_[np.ones((200, 1)), X, Z] # add x0 = 1 to each instance
      theta_best = np.linalg.inv(X_b.T.dot(X_b)).dot(X_b.T).dot(Y)
      theta_best


      but then...



          # set step at 0.1
      eta = 0.1
      # number of steps
      n_iterations = 1000
      # number of observations
      m = 200
      # randomly set the starting point
      theta = np.random.randn(200,3)
      # Walk 1000 steps.
      for iteration in range(n_iterations):
      gradients = 2/m * X_b.T.dot(X_b.dot(theta) - Y)
      theta = theta - eta * gradients
      theta

      ValueError Traceback (most recent call last)
      <ipython-input-12-dbb152611c75> in <module>()
      8 # Walk 1000 steps.
      9 for iteration in range(n_iterations):
      ---> 10 gradients = 2/m * X_b.T.dot(X_b.dot(theta) - Y)
      11 theta = theta - eta * gradients
      12 theta

      ValueError: shapes (200,3) and (200,3) not aligned: 3 (dim 1) != 200 (dim 0)


      What would explain the ValueError?







      machine-learning python numpy jupyter






      share|improve this question







      New contributor




      Kyle Anthony is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.











      share|improve this question







      New contributor




      Kyle Anthony is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.









      share|improve this question




      share|improve this question






      New contributor




      Kyle Anthony is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.









      asked 23 hours ago









      Kyle AnthonyKyle Anthony

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      New contributor




      Kyle Anthony is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.





      New contributor





      Kyle Anthony is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.






      Kyle Anthony is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.






















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