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def mini_batch_gradient_descent(X, y, batch_size=32, learning_rate=0.01, iterations=1000):
num_samples, num_features = X.shape
theta = np.zeros((num_features, 1)) # Initialize theta to zeros
cost_history = []
for i in range(iterations):
# Shuffle the data at the start of each epoch
indices = np.random.permutation(num_samples)
X_shuffled = X[indices]
y_shuffled = y[indices]
# Loop over mini-batches
for start in range(0, num_samples, batch_size):
end = min(start + batch_size, num_samples)
X_batch = X_shuffled[start:end]
y_batch = y_shuffled[start:end]
# Compute predictions for the batch
predictions = X_batch.dot(theta)
# Compute the error
error = predictions - y_batch
# Compute the gradient
gradients = (1 / batch_size) * X_batch.T.dot(error)
# Update the parameters
theta -= learning_rate * gradients
# Optionally, compute the cost for monitoring progress
cost = (1 / (2 * num_samples)) * np.sum((X.dot(theta) - y) ** 2)
cost_history.append(cost)
return theta, cost_history
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