机器学习笔记coursera-吴恩达-week4 ext3 -AudreyZ

week4 ext3

1. function [J, grad] = lrCostFunction(theta, X, y, lambda)

// A code block
function [J, grad] = lrCostFunction(theta, X, y, lambda)
%LRCOSTFUNCTION Compute cost and gradient for logistic regression with 
%regularization
%   J = LRCOSTFUNCTION(theta, X, y, lambda) computes the cost of using
%   theta as the parameter for regularized logistic regression and the
%   gradient of the cost w.r.t. to the parameters. 

% Initialize some useful values
m = length(y); % number of training examples

% You need to return the following variables correctly 
J = 0;
grad = zeros(size(theta));

% ====================== YOUR CODE HERE ======================
% Instructions: Compute the cost of a particular choice of theta.
%               You should set J to the cost.
%               Compute the partial derivatives and set grad to the partial
%               derivatives of the cost w.r.t. each parameter in theta
%
% Hint: The computation of the cost function and gradients can be
%       efficiently vectorized. For example, consider the computation
%
%           sigmoid(X * theta)
%
%       Each row of the resulting matrix will contain the value of the
%       prediction for that example. You can make use of this to vectorize
%       the cost function and gradient computations. 
%
% Hint: When computing the gradient of the regularized cost function, 
%       there're many possible vectorized solutions, but one solution
%       looks like:
%           grad = (unregularized gradient for logistic regression)
%           temp = theta; 
%           temp(1) = 0;   % because we don't add anything for j = 0  
%           grad = grad + YOUR_CODE_HERE (using the temp variable)

h = sigmoid(X*theta)
J = 1/m*(-y'*log(h)-(1-y)'*log(1-h))+lambda/2/m*(sum(theta.^2)-theta(1)*theta(1))
grad = X'*(h-y)/m + lambda/m*theta
grad(1) = grad(1) - lambda/m*theta(1)

% =============================================================

grad = grad(:);

end

由于上个week没有好好看这里借鉴了大佬的…
这里没有出现alpha 应该是默认为1了?
注意regularization的部分都是从1开始的
https://blog.csdn.net/Only_Wolfy/article/details/89893734?spm=1001.2014.3001.5506
这里

2. function [all_theta] = oneVsAll(X, y, num_labels, lambda)

// 题目
function [all_theta] = oneVsAll(X, y, num_labels, lambda)
%ONEVSALL trains multiple logistic regression classifiers and returns all
%the classifiers in a matrix all_theta, where the i-th row of all_theta 
%corresponds to the classifier for label i
%   [all_theta] = ONEVSALL(X, y, num_labels, lambda) trains num_labels
%   logistic regression classifiers and returns each of these classifiers
%   in a matrix all_theta, where the i-th row of all_theta corresponds 
%   to the classifier for label i

% Some useful variables
m = size(X, 1); %行数
n = size(X, 2); %列数

% You need to return the following variables correctly 
all_theta = zeros(num_labels, n + 1);

% Add ones to the X data matrix
X = [ones(m, 1) X];

% ====================== YOUR CODE HERE ======================
% Instructions: You should complete the following code to train num_labels  
%               logistic regression classifiers with regularization
%               parameter lambda. 
%
% Hint: theta(:) will return a column vector.
%
% Hint: You can use y == c to obtain a vector of 1's and 0's that tell you
%       whether the ground truth is true/false for this class.
%
% Note: For this assignment, we recommend using fmincg to optimize the cost
%       function. It is okay to use a for-loop (for c = 1:num_labels) to
%       loop over the different classes.
%
%       fmincg works similarly to fminunc, but is more efficient when we
%       are dealing with large number of parameters.
%
% Example Code for fmincg:
%
%     % Set Initial theta
%     initial_theta = zeros(n + 1, 1);
%     
%     % Set options for fminunc
%     options = optimset('GradObj', 'on', 'MaxIter', 50);
% 
%     % Run fmincg to obtain the optimal theta
%     % This function will return theta and the cost 
%     [theta] = ...
%         fmincg (@(t)(lrCostFunction(t, X, (y == c), lambda)), ...
%                 initial_theta, options);
for c = 1:num_labels
    initial_theta = zeros(n + 1, 1);
    options = optimset('GradObj', 'on', 'MaxIter', 50);
    [theta] = ...
        fmincg (@(t)(lrCostFunction(t, X, (y == c), lambda)), ...
            initial_theta, options);
    all_theta(c,:) = theta;
end
%=========================================================================


end

这个破校园网差点没给我气死…
还好coursera编程作业的due即是过了在结课前pass也就可以了
下次记得手机热点关5G+veee最佳线路
fmincg函数在week3

感觉就是把题目里的code抄了一遍

关于fmincg函数：
最小化一个连续可微分的多变量函数。起点由 "X "给出（D为1），用字符串 "f "命名的函数，必须返回一个函数值和一个偏导数的向量。共轭梯度的Polack-Ribiere风味被用来计算搜索方向，使用二次和三次多项式近似的直线搜索和Wolfe-Powell停止标准，以及猜测初始步长的斜率法。此外，还进行了一系列检查，以确保探索正在进行，并且推断不会无限制地大。长度 "给出了运行的长度：如果是正数，它给出了最大的行搜索次数，如果是负数，它的绝对值给出了允许的最大函数评估次数。你可以（选择性地）给 "length "一个第二部分，它将表明在第一次行搜索中预期的函数值的减少（默认为1.0）。当其长度达到时，或者如果不能取得进一步的进展（即，我们处于最低点，或者由于数字问题，我们不能再接近），该函数就会返回。如果函数在几次迭代中就终止了，这可能表明函数值和导数不一致（即，你的 "f "函数的实现可能有一个错误）。该函数返回找到的解决方案 “X”，一个表示进展的函数值向量 "fX "和迭代次数 “i”（行搜索或函数求值。取决于 "长度 "的符号）。

// fmincg函数
function [X, fX, i] = fmincg(f, X, options, P1, P2, P3, P4, P5)
% Minimize a continuous differentialble multivariate function. Starting point
% is given by "X" (D by 1), and the function named in the string "f", must
% return a function value and a vector of partial derivatives. The Polack-
% Ribiere flavour of conjugate gradients is used to compute search directions,
% and a line search using quadratic and cubic polynomial approximations and the
% Wolfe-Powell stopping criteria is used together with the slope ratio method
% for guessing initial step sizes. Additionally a bunch of checks are made to
% make sure that exploration is taking place and that extrapolation will not
% be unboundedly large. The "length" gives the length of the run: if it is
% positive, it gives the maximum number of line searches, if negative its
% absolute gives the maximum allowed number of function evaluations. You can
% (optionally) give "length" a second component, which will indicate the
% reduction in function value to be expected in the first line-search (defaults
% to 1.0). The function returns when either its length is up, or if no further
% progress can be made (ie, we are at a minimum, or so close that due to
% numerical problems, we cannot get any closer). If the function terminates
% within a few iterations, it could be an indication t