Andrew Ng coursera上的《机器学习》ex5
按照课程所给的ex5的文档要求,ex5要求完成以下几个计算过程的代码编写:
1.LinearRegCostFunction.m
该.m文件包含了求正则化线性回归模型代价函数,梯度下降算法两个算法。
function [J, grad] = linearRegCostFunction(X, y, theta, lambda)
%LINEARREGCOSTFUNCTION Compute cost and gradient for regularized linear
%regression with multiple variables
% [J, grad] = LINEARREGCOSTFUNCTION(X, y, theta, lambda) computes the
% cost of using theta as the parameter for linear regression to fit the
% data points in X and y. Returns the cost in J and the gradient in grad
% 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 and gradient of regularized linear
% regression for a particular choice of theta.
%
% You should set J to the cost and grad to the gradient.
%
theta1= [0;theta(2:end)];
Theta = theta;
for i=2:m
Theta = [Theta,theta];
end
h = sum(X .* Theta',2);
J = sum(( h - y).^2,1) / m / 2 + sum(theta1 .^ 2,1) * lambda / 2 / m;
% Theta(1,:) = Theta(1,:) * 0;
[m1,n1] = size(X);
tmp = h - y;
for i=2:n1
tmp = [tmp,h - y];
end
grad_tmp = tmp .* X;
grad = sum(grad_tmp,1) /m + (lambda * theta1 /m)';
grad = grad';
% =========================================================================
grad = grad(:);
end
2.learningCurve.m
通过学习曲线,我们可以判断针对high variance(过拟合)以及high bias(欠拟合)两种情况的时候分别使用什么解决办法。学习曲线主要是训练数据集,交叉验证集和lambda,数据集大小m,特征项数目之间的关系曲线。
function [error_train, error_val] = ...
learningCurve(X, y, Xval, yval, lambda)
%LEARNINGCURVE Generates the train and cross validation set errors needed
%to plot a learning curve
% [error_train, error_val] = ...
% LEARNINGCURVE(X, y, Xval, yval, lambda) returns the train and
% cross validation set errors for a learning curve. In particular,
% it returns two vectors of the same length - error_train and
% error_val. Then, error_train(i) contains the training error for
% i examples (and similarly for error_val(i)).
%
% In this function, you will compute the train and test errors for
% dataset sizes from 1 up to m. In practice, when working with larger
% datasets, you might want to do this in larger intervals.
%
% Number of training examples
m = size(X, 1);
% You need to return these values correctly
error_train = zeros(m, 1);
error_val = zeros(m, 1);
% ====================== YOUR CODE HERE ======================
% Instructions: Fill in this function to return training errors in
% error_train and the cross validation errors in error_val.
% i.e., error_train(i) and
% error_val(i) should give you the errors
% obtained after training on i examples.
%
% Note: You should evaluate the training error on the first i training
% examples (i.e., X(1:i, :) and y(1:i)).
%
% For the cross-validation error, you should instead evaluate on
% the _entire_ cross validation set (Xval and yval).
%
% Note: If you are using your cost function (linearRegCostFunction)
% to compute the training and cross validation error, you should
% call the function with the lambda argument set to 0.
% Do note that you will still need to use lambda when running
% the training to obtain the theta parameters.
%
% Hint: You can loop over the examples with the following:
%
% for i = 1:m
% % Compute train/cross validation errors using training examples
% % X(1:i, :) and y(1:i), storing the result in
% % error_train(i) and error_val(i)
% ....
%
% end
%
% ---------------------- Sample Solution ----------------------
for i=1:m
%利用X(1:i,:),y(1:i),trainLinearReg(),来训练参数theta
theta=trainLinearReg(X(1:i,:),y(1:i), lambda);
%You should evaluate the training error on the first i training examples (i.e., X(1:i, :) and y(1:i)).
%训练误差计算只用X(1:i,:), y(1:i)
[error_train(i),grad]=linearRegCostFunction(X(1:i,:), y(1:i), theta, 0);
%交叉验证用上所有的验证集,即Xval, yval
%For the cross-validation error, you should instead evaluate on the _entire_ cross validation set (Xval and yval).
[error_val(i), grad]=linearRegCostFunction(Xval, yval, theta, 0);
end
% -------------------------------------------------------------
% =========================================================================
end
3. polyFeature.m
为了解决欠拟合的问题,所以增加数据集的特征项。
function [X_poly] = polyFeatures(X, p)
%POLYFEATURES Maps X (1D vector) into the p-th power
% [X_poly] = POLYFEATURES(X, p) takes a data matrix X (size m x 1) and
% maps each example into its polynomial features where
% X_poly(i, :) = [X(i) X(i).^2 X(i).^3 ... X(i).^p];
%
% You need to return the following variables correctly.
X_poly = zeros(numel(X), p);
% ====================== YOUR CODE HERE ======================
% Instructions: Given a vector X, return a matrix X_poly where the p-th
% column of X contains the values of X to the p-th power.
%
%
X_poly(:,1) = X;
for i=2:p
X_poly(:,i) = X .^ i;
end
% =========================================================================
end
上面的代码按照文档的要求,第一列是x^2,依次类推。
4.validationCurve.m
要求是选择合适的lambda。通过计算在不同的lambda下训练数据集、交叉验证集的误差可以得出合适的lambda。
function [lambda_vec, error_train, error_val] = ...
validationCurve(X, y, Xval, yval)
%VALIDATIONCURVE Generate the train and validation errors needed to
%plot a validation curve that we can use to select lambda
% [lambda_vec, error_train, error_val] = ...
% VALIDATIONCURVE(X, y, Xval, yval) returns the train
% and validation errors (in error_train, error_val)
% for different values of lambda. You are given the training set (X,
% y) and validation set (Xval, yval).
%
% Selected values of lambda (you should not change this)
lambda_vec = [0 0.001 0.003 0.01 0.03 0.1 0.3 1 3 10]';
% You need to return these variables correctly.
error_train = zeros(length(lambda_vec), 1);
error_val = zeros(length(lambda_vec), 1);
% ====================== YOUR CODE HERE ======================
% Instructions: Fill in this function to return training errors in
% error_train and the validation errors in error_val. The
% vector lambda_vec contains the different lambda parameters
% to use for each calculation of the errors, i.e,
% error_train(i), and error_val(i) should give
% you the errors obtained after training with
% lambda = lambda_vec(i)
%
% Note: You can loop over lambda_vec with the following:
%
% for i = 1:length(lambda_vec)
% lambda = lambda_vec(i);
% % Compute train / val errors when training linear
% % regression with regularization parameter lambda
% % You should store the result in error_train(i)
% % and error_val(i)
% ....
%
% end
%
%
m = size(lambda_vec,1);
for i = 1:m
lambda = lambda_vec(i);
[theta] = trainLinearReg(X, y, lambda);
error_train(i)= linearRegCostFunction(X, y, theta, 0);
error_val(i)= linearRegCostFunction(Xval, yval, theta, 0);
end
% =========================================================================
end