机器学习笔记--week2线性回归的作业

注：本文为学习课程的作业，使用软件为matlab，学习网站为：https://www.coursera.org/learn/machine-learning/home/week/2

1. A simple MATLAB function

返回5x5的单位矩阵,warmUpExercise.m:

function A = warmUpExercise()
%WARMUPEXERCISE Example function in octave
%   A = WARMUPEXERCISE() is an example function that returns the 5x5 identity matrix

% ============= YOUR CODE HERE ==============
% Instructions: Return the 5x5 identity matrix 
%               In octave, we return values by defining which variables
%               represent the return values (at the top of the file)
%               and then set them accordingly. 
A = eye(5);

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

end

2. Linear regression with one variable(一元线性回归)

2.1 Plotting the data（绘制数据）

加载数据

data = load('ex1data1.txt'); % read comma separated data
X = data(:, 1); y = data(:, 2);

plotData.m ：

  plot(x, y, 'rx', 'MarkerSize', 10); % Plot the data
  ylabel('Profit in $10,000s'); % Set the y-axis label
  xlabel('Population of City in 10,000s'); % Set the x-axis label

显示图形：

plotData(X,y)

结果：

2.2 Gradient Descent（梯度下降）

假设函数：

成本函数：

梯度下降：

初始化：

m = length(X) % number of training examples
X = [ones(m, 1), data(:,1)]; % Add a column of ones to x
theta = zeros(2, 1); % initialize fitting parameters
iterations = 1500;
alpha = 0.01;

computeCost.m：

function J = computeCost(X, y, theta)
%COMPUTECOST Compute cost for linear regression
%   J = COMPUTECOST(X, y, theta) computes the cost of using theta as the
%   parameter for linear regression to fit the data points in X and y

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

% You need to return the following variables correctly 
J = 0;

% ====================== YOUR CODE HERE ======================
% Instructions: Compute the cost of a particular choice of theta
%               You should set J to the cost.
predictions=X*theta;
sqrErrors=(predictions-y).^2;
J=1/(2*m)*sum(sqrErrors);

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

end

调用：

computeCost(X, y, theta)
computeCost(X, y,[-1; 2])

梯度下降,gradientDescent.m:

function [theta, J_history] = gradientDescent(X, y, theta, alpha, num_iters)
%GRADIENTDESCENT Performs gradient descent to learn theta
%   theta = GRADIENTDESCENT(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 (computeCost) and gradient here.
    %
predictions=X*theta;
theta(1)=theta(1)-alpha*(1/m)*sum((predictions-y));
theta(2)=theta(2)-alpha*(1/m)*sum((predictions-y).*X(:,2));

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

    % Save the cost J in every iteration    
    J_history(iter) = computeCost(X, y, theta);

end

end

调用与绘制图形：

% Run gradient descent:
% Compute theta
theta = gradientDescent(X, y, theta, alpha, iterations);

% Print theta to screen
% Display gradient descent's result
fprintf('Theta computed from gradient descent:\n%f,\n%f',theta(1),theta(2))

% Plot the linear fit
hold on; % keep previous plot visible
plot(X(:,2), X*theta, '-')
legend('Training data', 'Linear regression')
hold off % don't overlay any more plots on this figure

% Predict values for population sizes of 35,000 and 70,000
predict1 = [1, 3.5] *theta;
fprintf('For population = 35,000, we predict a profit of %f\n', predict1*10000);
predict2 = [1, 7] * theta;
fprintf('For population = 70,000, we predict a profit of %f\n', predict2*10000);

结果：

Visualizing 可视化

初始化数据

% Visualizing J(theta_0, theta_1):
% Grid over which we will calculate J
theta0_vals = linspace(-10, 10, 100);
theta1_vals = linspace(-1, 4, 100);

% initialize J_vals to a matrix of 0's
J_vals = zeros(length(theta0_vals), length(theta1_vals));

% Fill out J_vals
for i = 1:length(theta0_vals)
    for j = 1:length(theta1_vals)
	  t = [theta0_vals(i); theta1_vals(j)];    
	  J_vals(i,j) = computeCost(X, y, t);
    end
end

绘制图形

% Because of the way meshgrids work in the surf command, we need to 
% transpose J_vals before calling surf, or else the axes will be flipped
J_vals = J_vals';

% Surface plot
figure;
surf(theta0_vals, theta1_vals, J_vals)
xlabel('\theta_0'); ylabel('\theta_1');

% Contour plot
figure;
% Plot J_vals as 15 contours spaced logarithmically between 0.01 and 100
contour(theta0_vals, theta1_vals, J_vals, logspace(-2, 3, 20))
xlabel('\theta_0'); ylabel('\theta_1');
hold on;
plot(theta(1), theta(2), 'rx', 'MarkerSize', 10, 'LineWidth', 2);
hold off;

结果

3. Linear regression with multiple variables（多元线性回归）

加载数据：

% Load Data
data = load('ex1data2.txt');
X = data(:, 1:2);
y = data(:, 3);
m = length(y);

% Print out some data points
% First 10 examples from the dataset
fprintf(' x = [%.0f %.0f], y = %.0f \n', [X(1:10,:) y(1:10,:)]');

3.1特征归一化.

featureNormalize.m:

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));
sigma = zeros(1, size(X, 2));

% ====================== 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);
sigma=std(X);
X_norm=(X-mu)./sigma;

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

end

调用：

% Scale features and set them to zero mean
[X, mu, sigma] = featureNormalize(X);

3.2 Gradient Descent

初始化

% Add intercept term to X
X = [ones(m, 1) X];

computeCostMulti.m ：

function J = computeCostMulti(X, y, theta)
%COMPUTECOSTMULTI Compute cost for linear regression with multiple variables
%   J = COMPUTECOSTMULTI(X, y, theta) computes the cost of using theta as the
%   parameter for linear regression to fit the data points in X and y

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

% You need to return the following variables correctly 
J = 0;

% ====================== YOUR CODE HERE ======================
% Instructions: Compute the cost of a particular choice of theta
%               You should set J to the cost.
predictions=X*theta;
sqrErrors=(predictions-y).^2;
J=1/(2*m)*sum(sqrErrors);


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

end

gradientDescentMulti.m：

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.
    %
    predictions=X*theta;
    for xitem=1:size(X,2)
        theta(xitem)=theta(xitem)-alpha*(1/m)*sum((predictions-y).*X(:,xitem));
    end
    % ============================================================

    % Save the cost J in every iteration    
    J_history(iter) = computeCostMulti(X, y, theta);

end

end

3.2.1 Optional (ungraded) exercise: Selecting learning rates

% Run gradient descent:
% Choose some alpha value
alpha = 1;
num_iters = 75;

% Init Theta and Run Gradient Descent 
theta = zeros(3, 1);
[~, J_history] = gradientDescentMulti(X, y, theta, alpha, num_iters);

% Plot the convergence graph
plot(1:num_iters, J_history, '-b', 'LineWidth', 2);
xlabel('Number of iterations');
ylabel('Cost J');

结果：

3.3 Normal Equations

normalEqn.m:

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

初始化数据并运行：

% Solve with normal equations:
% Load Data
data = csvread('ex1data2.txt');
X = data(:, 1:2);
y = data(:, 3);
m = length(y);

% Add intercept term to X
X = [ones(m, 1) X];

% Calculate the parameters from the normal equation
theta = normalEqn(X, y);

% Display normal equation's result
fprintf('Theta computed from the normal equations:\n%f\n%f', theta(1),theta(2));