While implementing Gradient Descent Algorithm in linear regression, the prediction that my algorithm is making and the resulting regression line are coming as a wrong output. Could anyone please have a look at my implementation and help me out? Also, please guide me that how can I know what value of "learning rate" and "number of iterations" to choose in specific regression problem?
theta0 = 0 #first parameter
theta1 = 0 #second parameter
alpha = 0.001 #learning rate (denoted by alpha)
num_of_iterations = 100 #total number of iterations performed by Gradient Descent
m = float(len(X)) #total number of training examples
for i in range(num_of_iterations):
y_predicted = theta0 + theta1 * X
derivative_theta0 = (1/m) * sum(y_predicted - Y)
derivative_theta1 = (1/m) * sum(X * (y_predicted - Y))
temp0 = theta0 - alpha * derivative_theta0
temp1 = theta1 - alpha * derivative_theta1
theta0 = temp0
theta1 = temp1
print(theta0, theta1)
y_predicted = theta0 + theta1 * X
plt.scatter(X,Y)
plt.plot(X, y_predicted, color = 'red')
plt.show()
Your learning rate is to high, I got it working by reducing the learning rate to alpha = 0.0001.