原
吴恩达机器学习 - 推荐系统
笔记:
每个算法最重要的莫过于代价函数了:
公式:
求代价:
求梯度:
Code(cofiCostFunc.m):
function [J, grad] = cofiCostFunc(params, Y, R, num_users, num_movies, ...
num_features, lambda)
%COFICOSTFUNC Collaborative filtering cost function
% [J, grad] = COFICOSTFUNC(params, Y, R, num_users, num_movies, ...
% num_features, lambda) returns the cost and gradient for the
% collaborative filtering problem.
%
% Unfold the U and W matrices from params
X = reshape(params(1:num_movies*num_features), num_movies, num_features);
Theta = reshape(params(num_movies*num_features+1:end), ...
num_users, num_features);
% You need to return the following values correctly
J = 0;
X_grad = zeros(size(X));
Theta_grad = zeros(size(Theta));
% ====================== YOUR CODE HERE ======================
% Instructions: Compute the cost function and gradient for collaborative
% filtering. Concretely, you should first implement the cost
% function (without regularization) and make sure it is
% matches our costs. After that, you should implement the
% gradient and use the checkCostFunction routine to check
% that the gradient is correct. Finally, you should implement
% regularization.
%
% Notes: X - num_movies x num_features matrix of movie features
% Theta - num_users x num_features matrix of user features
% Y - num_movies x num_users matrix of user ratings of movies
% R - num_movies x num_users matrix, where R(i, j) = 1 if the
% i-th movie was rated by the j-th user
%
% You should set the following variables correctly:
%
% X_grad - num_movies x num_features matrix, containing the
% partial derivatives w.r.t. to each element of X
% Theta_grad - num_users x num_features matrix, containing the
% partial derivatives w.r.t. to each element of Theta
%
%求代价
J = sum(sum((R.*(X*Theta')-Y).^2))/2.0 + ...
lambda/2.0*sum(sum(Theta.^2)) + lambda/2.0*sum(sum(X.^2));
%求梯度(这一步的向量化计算不好理解,调试看维度才知道谁乘谁)
X_grad = (R.*(X*Theta')-Y)*Theta + lambda.*X;
Theta_grad = (R.*(X*Theta')-Y)'*X + lambda.*Theta;
% =============================================================
grad = [X_grad(:); Theta_grad(:)];
end
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最后给了一个推荐电影的例子,用笔记上的流程就行啦。