coursera机器学习笔记（第一周、第二周）

一、机器学习的分类

二、线性回归模型
Hypothesis:${h_\theta }(x) = {\theta ^T}x = {\theta _0}{x_0} + {\theta _1}{x_1} + {\theta _2}{x_2} + \cdots + {\theta _n}{x_n}{\kern 1pt} {\kern 1pt} {\kern 1pt} {\kern 1pt} {\kern 1pt} {\kern 1pt} ({x_0} = 1)$
Parameters:${\theta _0},{\theta _1}, \ldots ,{\theta _n}$
Cost function:$J({\theta _0},{\theta _1}, \ldots ,{\theta _n}) = \frac{1}{{2m}}\sum\limits_{i = 1}^m {{{({h_\theta }({x^{(i)}}) - {y^{(i)}})}^2}}$
Gradient descent:

$$\begin{array}{l} Repeat{\kern 1pt} {\kern 1pt} {\kern 1pt} {\kern 1pt} {\kern 1pt} {\kern 1pt} {\kern 1pt} {\kern 1pt} {\kern 1pt} {\kern 1pt} {\kern 1pt} {\kern 1pt} {\kern 1pt} {\kern 1pt} \{ \\ {\theta _j}: = {\theta _j} - \alpha \frac{\partial }{{\partial {\theta _j}}}{\kern 1pt} J({\theta _0},{\theta _1}, \ldots ,{\theta _n})\\ {\kern 1pt} {\kern 1pt} {\kern 1pt} {\kern 1pt} {\kern 1pt} {\kern 1pt} {\kern 1pt} {\kern 1pt} {\kern 1pt} {\kern 1pt} {\kern 1pt} \} \end{array}$$
其中 $\alpha \frac{\partial }{{\partial {\theta _j}}}{\kern 1pt} J({\theta _0},{\theta _1}, \ldots ,{\theta _n}) = \frac{1}{m}\sum\limits_{i = 1}^m {({h_\theta }({x^{(i)}}) - {y^{(i)}})x_i^{(i)}}$
注：
1.对每 $j = 0, \ldots ,n$需同步更新 ${\theta _j}$
2.关于α的取值
①如果α太小，梯度下降会很慢
②如果α太大，可能不会收敛，甚至会发散
三、编程作业
此次作业一共为以下8个文件：
warmUpExercise.m
plotData.m
gradientDescent.m
computeCost.m
gradientDescentMulti.m
computeCostMulti.m
featureNormalize.m
normalEqn.m
1.warmUpExercise.m

function A = warmUpExercise()
%WARMUPEXERCISE Example function in octave
%   A = WARMUPEXERCISE() is an example function that returns the 5x5 identity matrix
A = [];
% ============= 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.plotData.m

function plotData(x, y)
%PLOTDATA Plots the data points x and y into a new figure 
%   PLOTDATA(x,y) plots the data points and gives the figure axes labels of
%   population and profit.
figure; % open a new figure window
% ====================== YOUR CODE HERE ======================
% Instructions: Plot the training data into a figure using the 
%               "figure" and "plot" commands. Set the axes labels using
%               the "xlabel" and "ylabel" commands. Assume the 
%               population and revenue data have been passed in
%               as the x and y arguments of this function.
%
% Hint: You can use the 'rx' option with plot to have the markers
%       appear as red crosses. Furthermore, you can make the
%       markers larger by using plot(..., 'rx', 'MarkerSize', 10);
plot(x, y, 'rx', 'MarkerSize', 10);
ylabel('Profit in $10,000s');
xlabel('Population of City in 10,000s');  
% ============================================================
end

3.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.
    %
     tempTheta = theta; 
    theta(1) = tempTheta(1) - alpha / m * sum(X * tempTheta - y);
    theta(2) = tempTheta(2) - alpha / m * sum((X * tempTheta - y) .* X(:,2));
%============================================================
    % Save the cost J in every iteration    
    J_history(iter) = computeCost(X, y, theta);
end
end

4.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.
temp =  sum(((X * theta - y).^2));
J = 1 / (2*m) * temp;
%==========================================================
end

5.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.
    %
tempTheta = theta; 
    for i = 1 : size(X,2)
        theta(i) = tempTheta(i) - alpha / m * sum((X * tempTheta - y) .* X(:,i));
    end
    % ============================================================
    % Save the cost J in every iteration    
    J_history(iter) = computeCostMulti(X, y, theta);
end
end

6.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.
J = 1 / (2*m) * sum(((X * theta - y).^2));
% =========================================================================
end

7.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.
%       
for i = 1 : size(X,2)
    mu(i) = mean(X(:,i)); 
    sigma(i) = std(X(:,i));
    X_norm(:,i) = (X(:,i) - mu(i)) / sigma(i);
end
% ============================================================
end

8.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 = (X' * X) \ X' * y;
% -------------------------------------------------------------
% ============================================================
end