当我在没有注释的情况下运行以下代码时,gr.ascent(MMSE, 0.5, verbose=TRUE)
我收到此错误Error in b1 * x : 'b1' is missing
,但是当我评论该行时,我在使用这些参数测试 MMSE 时收到以下错误MMSE(2,1,farmland$farm,farmland$area)
。你知道我的问题出在哪里吗?
Error in if (abs(t[i]) <= k) { : missing value where TRUE/FALSE needed
这是我的代码:
farmland <- read.csv("FarmLandArea.csv")
str(farmland)
fit=lm(farm~land,data=farmland)
mean.squared.residuals <- sum((lm(farm~land,data=farmland)$residuals)^2)/(length(farmland$farm)-2)
#gradient descent
#things I should possibly use: solve(t(X)%*%X, t(X)%*%y)
gr.ascent<- function(df, x0, alpha=0.2, eps=0.001, max.it = 50, verbose = FALSE){
X1 <- x0
cond <- TRUE
iteration <- 0
if(verbose) cat("X0 =",X1,"\n")
while(cond){
iteration <- iteration + 1
X0 <- X1
X1 <- X0 + alpha * df(X0)
cond <- sum((X1 - X0)^2) > eps & iteration < max.it
if(verbose) cat(paste(sep="","X",iteration," ="), X1, "\n")
}
return(X1)
}
k=19000
#rho <- function(t, k=19000){
# for (i in seq(1,length(t))){
# if (abs(t[i]) <= k)
# return(t[i]^2)
# else
# return(2*k*abs(t[i])-k^2)
# }
#}
#nicer implementation of rho. ifelse works on vector
rho<-function(t,k) ifelse(abs(t)<=k,t^2,(2*k*abs(t))-k^2)
rho.prime <- function(t, k=19000){
out <- rep(NA, length(t))
for (i in seq(1,length(t))){
if (abs(t[i]) <= k)
{ print(2*t[i])
out[i] <- 2*t[i]
}
else
{
print(2*k*sign(t[i]))
out[i] <- 2*k*sign(t[i])
}
}
return(out)
}
MMSE <- function(b0, b1, y=farmland$farm, x=farmland$land){
# Calls rho.prime() here with argument y-b0-b1*x
#Why should we call rho.prime? in the html page you have used rho!?
n = length(y)
total = 0
for (i in seq(1,n)) {
#total = total + rho(t,k)*(y[i]-b0-b1*x[i])
total = total + rho.prime(y-b0-b1*x,k)*(y[i]-b0-b1*x[i])
}
return(total/n)
}
gr.ascent(MMSE(1,2), 0.5, verbose=TRUE)
其中 FarmLand csv 数据如下:
state,land,farm
Alabama,50744,14062
Alaska,567400,1375
Arizona,113635,40781
Arkansas,52068,21406
California,155959,39688
Colorado,103718,48750
Connecticut,4845,625
Delaware,1954,766
Florida,53927,14453
Georgia,57906,16094
Hawaii,6423,1734
Idaho,82747,17812
Illinois,55584,41719
Indiana,35867,23125
Iowa,55869,48125
Kansas,81815,72188
Kentucky,39728,21875
Louisiana,43562,12578
Maine,30862,2109
Maryland,9774,3203
Massachusetts,7840,812
Michigan,58110,15625
Minnesota,79610,42031
Mississippi,46907,17422
...
这是 dput(farmland) 的结果:
> dput(farmland)
structure(list(state = structure(1:50, .Label = c("Alabama",
"Alaska", "Arizona", "Arkansas", "California", "Colorado", "Connecticut",
"Delaware", "Florida", "Georgia", "Hawaii", "Idaho", "Illinois",
"Indiana", "Iowa", "Kansas", "Kentucky", "Louisiana", "Maine",
"Maryland", "Massachusetts", "Michigan", "Minnesota", "Mississippi",
"Missouri", "Montana", "Nebraska", "Nevada", "New Hampshire",
"New Jersey", "New Mexico", "New York", "North Carolina", "North Dakota",
"Ohio", "Oklahoma", "Oregon", "Pennsylvania", "Rhode Island",
"South Carolina", "South Dakota", "Tennessee", "Texas", "Utah",
"Vermont", "Virginia", "Washington", "West Virginia", "Wisconsin",
"Wyoming"), class = "factor"), land = c(50744L, 567400L, 113635L,
52068L, 155959L, 103718L, 4845L, 1954L, 53927L, 57906L, 6423L,
82747L, 55584L, 35867L, 55869L, 81815L, 39728L, 43562L, 30862L,
9774L, 7840L, 58110L, 79610L, 46907L, 68886L, 145552L, 76872L,
109826L, 8968L, 7417L, 121356L, 47214L, 48711L, 68976L, 40948L,
68667L, 95997L, 44817L, 1045L, 30109L, 75885L, 41217L, 261797L,
82144L, 9250L, 39594L, 66544L, 24230L, 54310L, 97105L), farm = c(14062L,
1375L, 40781L, 21406L, 39688L, 48750L, 625L, 766L, 14453L, 16094L,
1734L, 17812L, 41719L, 23125L, 48125L, 72188L, 21875L, 12578L,
2109L, 3203L, 812L, 15625L, 42031L, 17422L, 45469L, 95000L, 71250L,
9219L, 734L, 1141L, 67500L, 10938L, 13438L, 61875L, 21406L, 55000L,
25625L, 12109L, 109L, 7656L, 68281L, 17031L, 203750L, 17344L,
1906L, 12578L, 23125L, 5703L, 23750L, 47188L)), .Names = c("state",
"land", "farm"), class = "data.frame", row.names = c(NA, -50L
))