にｐ＠＠ - 経済統計練習帳

import numpy as np
import math
 
def g():
 
    g1=0
    for i in range(5):
        g1=g1+(y[i]-e[2][i])*(y[i]-e[2][i])
 
    return g1
 
def f(ax):
 
    for n in range(1):
        for i in range(5):
            f1=ax[n][0] 
            for j in range(2):
                n1=link[n][j+1]
                f1=f1+ax[n][j+1]*e[n1][i]
            n1=link[n][0]
            e[n1][i]=1/(1+math.exp(-f1)) 
 
x=[[1,2],[3,4],[5,6],[7,8],[9,10]]
y=[0,0,0,1,1]
link=[[2,0,1]]
e=np.zeros([3,5])
a=np.zeros([1,3])
a[0][0]=0.4
a[0][1]=0.5
a[0][2]=0.7
 
for i in range(5):
    e[0][i]=x[i][0]
    e[1][i]=x[i][1]
 
ax=np.zeros([1,3])
df=np.zeros([1,3])
 
tr=1
while tr<100:
    tr=tr+1
    f(a)
    g1=g()
 
    for eq1 in range(1): 
      for m in range(3):
 
 
 
        for eq2 in range(1):
            for i in range(3):
                ax[eq2][i]=a[eq2][i]
        h=0.01
        ax[eq1][m]=ax[eq1][m]+h
        f(ax)
        g2=g()
        df[eq1][m]=(g2-g1)/h
 
    sig=0
    for eq1 in range(1): 
      for m in range(3):
        sig=sig+df[eq1][m]*df[eq1][m]
 
    for eq1 in range(1): 
      for m in range(3):
        ax[eq1][m]=a[eq1][m]-0.01*g1*df[eq1][m]/sig
 
    f(ax)
    g2=g()
 
    if g2<g1:
      for eq1 in range(1): 
        for m in range(3):
            a[eq1][m]=ax[eq1][m]
    if g2>g1:tr=10000
 
    print(a)