吴恩达机器学习第五次作业： Regularized Linear Regression and Bias v.s. Variance

本文链接：https://blog.csdn.net/WukongAKK/article/details/82353107

这是习题和答案的下载地址，全网最便宜，只要一积分哦~~~

https://download.csdn.net/download/wukongakk/10602657

这是我总结的网课里有关这部分知识的笔记，不要积分的~~~

https://blog.csdn.net/WukongAKK/article/details/82388225

0.综述

通过实例了解如何给机器学习模型debug。

1.Loading and Visualizing Data

2.Regularized Linear Regression Cost

这是脚本部分

%% =========== Part 2: Regularized Linear Regression Cost =============
%  You should now implement the cost function for regularized linear 
%  regression. 
%

theta = [1 ; 1];
J = linearRegCostFunction([ones(m, 1) X], y, theta, 1);

fprintf(['Cost at theta = [1 ; 1]: %f '...
         '\n(this value should be about 303.993192)\n'], J);

fprintf('Program paused. Press enter to continue.\n');
pause;

函数部分

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.
%


theta_1=[0;theta(2:end)];    % 先把theta(1)拿掉，不参与正则化
%梯度下降
J = sum((X * theta - y).^2) / (2*m) + lambda/(2*m) * theta_1' * theta_1 ;    
grad = ( X' * (X * theta - y) )/ m + lambda/m * theta_1 ;
      

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

grad = grad(:);

end

这是这个部分的运行结果，显示cost function的值

3.Regularized Linear Regression Gradient

这是脚本部分

%  You should now implement the gradient for regularized linear 
%  regression.
%

theta = [1 ; 1];
[J, grad] = linearRegCostFunction([ones(m, 1) X], y, theta, 1);

fprintf(['Gradient at theta = [1 ; 1]:  [%f; %f] '...
         '\n(this value should be about [-15.303016; 598.250744])\n'], ...
         grad(1), grad(2));

fprintf('Program paused. Press enter to continue.\n');
pause;

结果显示的是gradient的值

4.Train Linear Regression

训练一个线性模型来拟合数据，拟合后可以发现这个模型拟合的效果很差，然后我们就会通过绘制学习曲线的方式来给模型Debug

在这个训练体系中，我们把正则化参数设为0，因为对与线性模型来说，正则化效果不不总是可信的。

这是脚本

%  Once you have implemented the cost and gradient correctly, the
%  trainLinearReg function will use your cost function to train 
%  regularized linear regression.
% 
%  Write Up Note: The data is non-linear, so this will not give a great 
%                 fit.
%

%  Train linear regression with lambda = 0
lambda = 0;
%取消正则化
[theta] = trainLinearReg([ones(m, 1) X], y, lambda);

%  Plot fit over the data
plot(X, y, 'rx', 'MarkerSize', 10, 'LineWidth', 1.5);
xlabel('Change in water level (x)');
ylabel('Water flowing out of the dam (y)');
hold on;
plot(X, [ones(m, 1) X]*theta, '--', 'LineWidth', 2)
hold off;

fprintf('Program paused. Press enter to continue.\n');
pause;

这是函数

function [theta] = trainLinearReg(X, y, lambda)
%TRAINLINEARREG Trains linear regression given a dataset (X, y) and a
%regularization parameter lambda
%   [theta] = TRAINLINEARREG (X, y, lambda) trains linear regression using
%   the dataset (X, y) and regularization parameter lambda. Returns the
%   trained parameters theta.
%

% Initialize Theta
initial_theta = zeros(size(X, 2), 1); 

% Create "short hand" for the cost function to be minimized
costFunction = @(t) linearRegCostFunction(X, y, t, lambda);

% Now, costFunction is a function that takes in only one argument
options = optimset('MaxIter', 200, 'GradObj', 'on');
% 为fmincg设置参数：最大迭代次数200，使用自定义的cost function

% Minimize using fmincg
theta = fmincg(costFunction, initial_theta, options);
%调用优化函数

end

最后可以看到，由于数据不是线性的，确实拟合的效果很差

5.Learning Curve for Linear Regression

绘制学习曲线

我们希望学习曲线是“高偏差”的。

Note: When you are computing the training set error, make sure you compute it on the training subset (i.e., X(1:n,:) and y(1:n)) (instead of the entire training set). However, for the cross validation error, you should compute it over the entire cross validation set.

这是脚本

%  Next, you should implement the learningCurve function. 
%
%  Write Up Note: Since the model is underfitting the data, we expect to
%                 see a graph with "high bias" -- slide 8 in ML-advice.pdf 
%

lambda = 0;
[error_train, error_val] = ...
    learningCurve([ones(m, 1) X], y, ...
                  [ones(size(Xval, 1), 1) Xval], yval, ...
                  lambda);

plot(1:m, error_train, 1:m, error_val);
title('Learning curve for linear regression')
legend('Train', 'Cross Validation')
xlabel('Number of training examples')
ylabel('Error')
axis([0 13 0 150])

fprintf('# Training Examples\tTrain Error\tCross Validation Error\n');
for i = 1:m
    fprintf('  \t%d\t\t%f\t%f\n', i, error_train(i), error_val(i));
end

fprintf('Program paused. Press enter to continue.\n');
pause;

这是函数

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 ----------------------
%通过改变数据集的大小，计算不同theta对应的error_train和error_val

 for i = 1:m   
      theta = trainLinearReg(X(1:i, :), y(1:i),lambda);
      error_train(i) = linearRegCostFunction(X(1:i, :), y(1:i),theta,0);
      error_val(i) = linearRegCostFunction(Xval, yval,theta,0);     
end

最后得到的学习曲线，可以看出，在图像的右端，训练集和交叉验证集的误差相差不大，可以判断出线性模型是一个高偏差的模型。

6.Feature Mapping for Polynomial Regression

这是脚本

%  One solution to this is to use polynomial regression. You should now
%  complete polyFeatures to map each example into its powers
%

p = 8;

% Map X onto Polynomial Features and Normalize
X_poly = polyFeatures(X, p);
[X_poly, mu, sigma] = featureNormalize(X_poly);  % Normalize
X_poly = [ones(m, 1), X_poly];                   % Add Ones

% Map X_poly_test and normalize (using mu and sigma)
X_poly_test = polyFeatures(Xtest, p);
X_poly_test = bsxfun(@minus, X_poly_test, mu);
X_poly_test = bsxfun(@rdivide, X_poly_test, sigma);
X_poly_test = [ones(size(X_poly_test, 1), 1), X_poly_test];         % Add Ones

% Map X_poly_val and normalize (using mu and sigma)
X_poly_val = polyFeatures(Xval, p);
X_poly_val = bsxfun(@minus, X_poly_val, mu);
X_poly_val = bsxfun(@rdivide, X_poly_val, sigma);
X_poly_val = [ones(size(X_poly_val, 1), 1), X_poly_val];           % Add Ones

fprintf('Normalized Training Example 1:\n');
fprintf('  %f  \n', X_poly(1, :));

fprintf('\nProgram paused. Press enter to continue.\n');
pause;

这是获取矩阵的幂次的函数

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.
%
% 
for i = 1 : p
    X_poly(:,i) = X.^i;
end
% =========================================================================

end

这是为了防止数据幂次不同导致数据差异太大而进行的feature normalize。

是数据集的平均值为0，标准差为1。

mean函数用来求均值。

bsxfun是一个博主也不认识的函数~~

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.

mu = mean(X);
X_norm = bsxfun(@minus, X, mu);

sigma = std(X_norm);
X_norm = bsxfun(@rdivide, X_norm, sigma);


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

end

7.Learning Curve for Polynomial Regression

这是脚本

%  Now, you will get to experiment with polynomial regression with multiple
%  values of lambda. The code below runs polynomial regression with 
%  lambda = 0. You should try running the code with different values of
%  lambda to see how the fit and learning curve change.
%

lambda = 0;
[theta] = trainLinearReg(X_poly, y, lambda);

% Plot training data and fit
figure(1);
plot(X, y, 'rx', 'MarkerSize', 10, 'LineWidth', 1.5);
plotFit(min(X), max(X), mu, sigma, theta, p);
xlabel('Change in water level (x)');
ylabel('Water flowing out of the dam (y)');
title (sprintf('Polynomial Regression Fit (lambda = %f)', lambda));

figure(2);
[error_train, error_val] = ...
    learningCurve(X_poly, y, X_poly_val, yval, lambda);
plot(1:m, error_train, 1:m, error_val);

title(sprintf('Polynomial Regression Learning Curve (lambda = %f)', lambda));
xlabel('Number of training examples')
ylabel('Error')
axis([0 13 0 100])
% 坐标轴的显示范围
legend('Train', 'Cross Validation')

fprintf('Polynomial Regression (lambda = %f)\n\n', lambda);
fprintf('# Training Examples\tTrain Error\tCross Validation Error\n');
for i = 1:m
    fprintf('  \t%d\t\t%f\t%f\n', i, error_train(i), error_val(i));
end

fprintf('Program paused. Press enter to continue.\n');
pause;

从学习曲线可以看出，在图形右边，训练集和交叉验证集的误差的差并不是很接近，这表明现在这个模型由于没有进行正则化，是高方差的，也就是过拟合。

8.Validation for Selecting Lambda

为了解决上面模型的过拟合，我们会在part 8为模型选择一个合适的正则化参数lambda。

这是脚本

%  You will now implement validationCurve to test various values of 
%  lambda on a validation set. You will then use this to select the
%  "best" lambda value.
%

[lambda_vec, error_train, error_val] = ...
    validationCurve(X_poly, y, X_poly_val, yval);

close all;
plot(lambda_vec, error_train, lambda_vec, error_val);
legend('Train', 'Cross Validation');
xlabel('lambda');
ylabel('Error');

fprintf('lambda\t\tTrain Error\tValidation Error\n');
for i = 1:length(lambda_vec)
	fprintf(' %f\t%f\t%f\n', ...
            lambda_vec(i), error_train(i), error_val(i));
end

fprintf('Program paused. Press enter to continue.\n');
pause;

这是函数

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
%
%


for i = 1:length(lambda_vec)
      lambda = lambda_vec(i);
      theta = trainLinearReg(X, y,lambda);  % 用训练集训练出参数
      error_train(i) = linearRegCostFunction(X, y,theta,0);
      error_val(i) = linearRegCostFunction(Xval, yval,theta,0);           
end

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

end

9.Computing test set error and Plotting learning curves with randomly selected examples

将正则化参数lambda设为3进行训练，发现误差的差确实很小了。

% Map X_poly_test and normalize (using mu and sigma)
X_poly_test = polyFeatures(Xtest, p);
X_poly_test = bsxfun(@minus, X_poly_test, mu);
X_poly_test = bsxfun(@rdivide, X_poly_test, sigma);
X_poly_test = [ones(size(X_poly_test, 1), 1), X_poly_test];           % Add Ones

theta = trainLinearReg(X_poly, y,3); 
error_val = linearRegCostFunction(X_poly_val, yval,theta,0)
error_test = linearRegCostFunction(X_poly_test, ytest,theta,0)     % lamda=0用来计算error

10.选做部分

在这个部分，我会展示lambda = 1和lambda = 100的拟合效果和学习曲线。

这是代码

%% =========== Part 10: Optional Section=============
[theta] = trainLinearReg(X_poly, y, 1);
% Plot training data and fit
figure(1);
plot(X, y, 'rx', 'MarkerSize', 10, 'LineWidth', 1.5);
plotFit(min(X), max(X), mu, sigma, theta, p);
xlabel('Change in water level (x)');
ylabel('Water flowing out of the dam (y)');
title (sprintf('Polynomial Regression Fit (lambda = %f)', 1));

figure(2);
[error_train, error_val] = ...
    learningCurve(X_poly, y, X_poly_val, yval, 1);
plot(1:m, error_train, 1:m, error_val);

pause;

[theta] = trainLinearReg(X_poly, y, 100);
% Plot training data and fit
figure(1);
plot(X, y, 'rx', 'MarkerSize', 10, 'LineWidth', 1.5);
plotFit(min(X), max(X), mu, sigma, theta, p);
xlabel('Change in water level (x)');
ylabel('Water flowing out of the dam (y)');
title (sprintf('Polynomial Regression Fit (lambda = %f)', 100));

figure(2);
[error_train, error_val] = ...
    learningCurve(X_poly, y, X_poly_val, yval, 100);
plot(1:m, error_train, 1:m, error_val);

pause;

lambda = 1

lambda = 100