Model and Cost Function

Model and Cost Function

2-1 Model Representation

Supervised Learning:

• Regression Problem, predict real-valued output
• Classification Problem, predict discrete-valued output

1. Training set

• $(x,y)$–one training example
• $(x^{(i)},y^{(i)})$–$i^{th}$ training example

2. When the target variable to be predicted is continuous, we call the learning problem $\underline{aregressionproblem}$. When y can take on only a small number of discrete values , we call it $\underline{aclassificationproblem}$.

4. Represent h (hypothesis)

Linear Regression

$h_{\theta }(x)={\theta }_0+{\theta }_{1}x$

5. Linear regression with one variable(x) : univariate linear regression

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2-2 Cost Function (Squared Error Function )

1. Choose parameter ${\theta }_i^{\prime }s$ for the function $h_{\theta }(x)={\theta }_0+{\theta }_{1}x$

Idea: Choose ${\theta }_0,{\theta }_1$ so that $h_\theta(x) $ is close to $y$ for training examples $(x,y)$.

2. Measure the accuracy of our hypothesis function by using a cost function

   

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2-3 Cost Function Intuition I

The training data set is scatter on x-y plane and we trying to get a straight line that defined by $h_{\theta }(x)$ ,so we need to minimize the cost function.

Set ${\theta }_0=0$, get the simplified function $J_{\theta }={\theta }_{1}x$.

We get the best possible line with the $minJ(\theta )$

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2-4 Cost Function Intuition II

Add ${\theta }_0$ ,minimize $J({\theta }_0,{\theta }_1)$

contour plot

A contour line of a two variable function has a constant value at all points of the same line.

Want an efficient algorithm