Linear regression with multiple variables
Suppose you are selling your house and you want to know what a good market price would be. One way to do this is to first collect information on recent houses sold and make a model of housing prices.
The file ex1data2.txt contains a training set of housing prices in Portland, Oregon. The first column is the size of the house (in square feet), the second column is the number of bedrooms, and the third column is the price of the house.
1)step 1: Feature Normalization
By looking at the values(ex1data2.txt), note that house sizes are about 1000 times the number of bedrooms. When features differ by orders of magnitude, first performing feature scaling can make gradient descent converge much more quickly
<span style="font-size:18px;">function [X_norm, mu, sigma] = featureNormalize(X) %FEATURENORMALIZE Normalizes the features in X % FEATURENORMALIZE(X) returns a normalized version of X where % the mean value of each feature is 0 and the standard deviation % is 1. This is often a good preprocessing step to do when % working with learning algorithms. % You need to set these values correctly X_norm = X; mu = zeros(1, size(X, 2)); % mean value 均值 size(X,2) 列数 sigma = zeros(1, size(X, 2)); % standard deviation 标准差 % ====================== YOUR CODE HERE ====================== % Instructions: First, for each feature dimension, compute the mean % of the feature and subtract it from the dataset, % storing the mean value in mu. Next, compute the % standard deviation of each feature and divide % each feature by it's standard deviation, storing % the standard deviation in sigma. % % Note that X is a matrix where each column is a % feature and each row is an example. You need % to perform the normalization separately for % each feature. % % Hint: You might find the 'mean' and 'std' functions useful. % mu = mean(X); % mean value sigma = std(X); % standard deviation X_norm = (X - repmat(mu,size(X,1),1)) ./ repmat(sigma,size(X,1),1);%新数据=（原数据-均值）/标准差 end</span>
2)step 2:Gradient Descent
theta = theta - alpha / m * X' * (X * theta - y);
function [theta, J_history] = gradientDescentMulti(X, y, theta, alpha, num_iters) %GRADIENTDESCENTMULTI Performs gradient descent to learn theta % theta = GRADIENTDESCENTMULTI(x, y, theta, alpha, num_iters) updates theta by % taking num_iters gradient steps with learning rate alpha % Initialize some useful values m = length(y); % number of training examples J_history = zeros(num_iters, 1); for iter = 1:num_iters % ====================== YOUR CODE HERE ====================== % Instructions: Perform a single gradient step on the parameter vector % theta. % % Hint: While debugging, it can be useful to print out the values % of the cost function (computeCostMulti) and gradient here. % theta = theta - alpha / m * X' * (X * theta - y); % ============================================================ % Save the cost J in every iteration J_history(iter) = computeCostMulti(X, y, theta); end end
the closed-form solution to linear regression is:
Using this formula does not require any feature scaling, and you will get an exact solution in one calculation: there is no“loop until convergence”like in gradient descent
function [theta] = normalEqn(X, y) %NORMALEQN Computes the closed-form solution to linear regression % NORMALEQN(X,y) computes the closed-form solution to linear % regression using the normal equations. theta = zeros(size(X, 2), 1); % ====================== YOUR CODE HERE ====================== % Instructions: Complete the code to compute the closed form solution % to linear regression and put the result in theta. % % ---------------------- Sample Solution ---------------------- theta = pinv( X' * X ) * X' * y; end