Code for Machine Learning Diagnostic

Learning curves

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);

% 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).
%

for i=1:m,
theta=trainLinearReg(X(1:i,:),y(1:i),lambda);
error_train(i)=(1/(2*i))*sum((X(1:i,:)*theta-y(1:i)).^2);
error_val(i)=(1/(2*size(Xval,1)))*sum((Xval*theta-yval).^2);
end;

end

or

% 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.

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

---

Polynomial regression

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);

% 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

---

Selecting λ using a cross validation set

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);

% 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)

for i=1:length(lambda_vec),
  lambda=lambda_vec(i);
  theta=trainLinearReg(X,y,lambda);
  error_train(i)=(1/(2*size(X,1)))*sum((X*theta-y).^2);
  error_val(i)=(1/(2*size(Xval,1)))*sum((Xval*theta-yval).^2);
end;

end