ｇｇｇｇ - 経済統計練習帳

import numpy as np
import math
import nn
 
def g():
 
    g1=0
    for i in range(number):
        g1=g1+(y[i]-e[6][i])*(y[i]-e[6][i])
 
    return g1
 
def f(ax):
 
    for n in range(number_eq):
        for i in range(number):
            f1=ax[n][0] 
            for j in range(number_var):
                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)) 
 
number=100
number_eq=3
number_var=2
 
x=[]
for i in range(100):
   r1=np.random.random()
   r2=np.random.random()
   x.append([r1,r2])
 
y=[]
for i in range(100):
    r3=0
    h=0
    if 3*x[i][0]+2*x[i][1]>2.5:h=h+1  
    if h==1:r3=1
    y.append(r3)
 
link=[[2,0,1],[3,0,1],[4,2,3]]
e=np.zeros([5,number])
a=np.zeros([number_eq,number_var+1])
 
for eq1 in range(3): 
    for u in range(3):
        a[eq1][u]=np.random.random()
 
for tr in range(100):
 
    for eq1 in range(number_eq):
        sub=nn.nn()
        sub.x=x
        sub.y=y
        sub.a=a
        sub.link=link
        sub.number=number
        sub.number_eq=number_eq
        sub.number_var=number_var
        sub.makedata(eq1)
        a=sub.a
 
print(a)
 
 
 
import numpy as np
import math
 
class nn:
 
    def g(self):
 
        g1=0
        for i in range(self.number):
            g1=g1+(self.y[i]-self.e[4][i])*(self.y[i]-self.e[4][i])
 
        return g1
 
    def f(self,ax):
 
        for n in range(self.number_eq):
            for i in range(self.number):
                f1=ax[n][0] 
                for j in range(self.number_var):
                    n1=self.link[n][j+1]
                    f1=f1+ax[n][j+1]*self.e[n1][i]
                n1=self.link[n][0]
                self.e[n1][i]=1/(1+math.exp(-f1)) 
 
 
    def makedata(self,m):
 
        self.e=np.zeros([5,self.number])
        ax=np.zeros([self.number_eq,self.number_var+1])
        df=np.zeros([self.number_var+1])
 
        for i in range(self.number):
            self.e[0][i]=self.x[i][0]
            self.e[1][i]=self.x[i][1]
 
        for i in range(self.number_eq):
            for j in range(self.number_var+1):
                ax[i][j]=self.a[i][j]
 
        self.f(ax)
        g1=self.g()
 
 
        for k in range(self.number_eq):
 
            for i in range(self.number_eq):
                for j in range(self.number_var+1):
                    ax[i][j]=self.a[i][j]
 
            ax[m][k]=ax[m][k]+0.01
 
            self.f(ax)
            g2=self.g()
 
            df[k]=(g2-g1)/0.01
 
 
        sig=0
        for mx in range(self.number_var+1):
            sig=sig+df[mx]*df[mx]
 
        for eq2 in range(self.number_eq): 
            for mx in range(self.number_var+1):
                ax[eq2][mx]=self.a[eq2][mx]
                if eq2==m:ax[eq2][mx]=self.a[eq2][mx]-0.01*g1*df[mx]/sig
 
        self.f(ax)
        g3=self.g()
 
        if g3<g1:
            for eq2 in range(self.number_eq): 
                for mx in range(self.number_var+1):
                    self.a[eq2][mx]=ax[eq2][mx]