gradient_check.py 文件源码

def eval_numerical_gradient(f, x, verbose=True, h=0.00001):
    '''
    a naive implementation of numerical gradient of f at x
    - f should be a function that takes a single argument
    - x is the point (numpy array) to evaluate the gradient at
    '''
    grad = np.zeros_like(x)
    # iterate over all indexes in x
    it = np.nditer(x, flags=['multi_index'], op_flags=['readwrite'])
    while not it.finished:

        # evaluate function at x+h
        ix = it.multi_index
        oldval = x[ix]
        x[ix] = oldval + h  # increment by h
        fxph = f(x)  # evalute f(x + h)
        x[ix] = oldval - h
        fxmh = f(x)  # evaluate f(x - h)
        x[ix] = oldval  # restore

        # compute the partial derivative with centered formula
        grad[ix] = (fxph - fxmh) / (2 * h)  # the slope
        if verbose:
            print(x), grad[ix]
        it.iternext()  # step to next dimension

    return grad