machine-learning第六周 上机作业

本周不复杂，但还是很关键，且要注意一些细节点。

1、如何评估算法好坏：高偏差与高方差的问题；

2、当某个集合中，一个类别远小于另一个类别的时候（如患癌），如何评估在面对偏斜类(Skewed classes)的算法好坏：查准率和召回率；

3、如何选择一个好的阀值：F1 = 2 * (P*R / (P+R))；

4、如何选择一个好的算法：头脑风暴，快速试错（好熟悉的赶脚），足够的属性值（消除偏差）加足够的数据量（消除方差）。

有意思吧，上代码了~~

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.
%


theta1 = [0;theta(2:end)];

J = 1/(2 * m) * sum(( X * theta - y ).^2) + lambda / (2 * m) * sum(theta1.^2);

regularized = lambda / m * theta1 ;



grad = 1 / m * (X * theta - y)' *X ;


grad = grad +  regularized';


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

grad = grad(:);

end

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.
%
% 
m = numel(X);

X1 = X(:);

disp(X1);
for i = 1:p
  for j = 1:m
    
    X_poly(j,i) = X1(j)^i;
  
% =========================================================================
  end
end

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);
  
  J1 = linearRegCostFunction(X, y, theta, 0);   % pay attention , this lambda is zero.%
  J2 = linearRegCostFunction(Xval, yval, theta, 0);
  
  error_train(i) = J1;
  error_val(i) = J2;

end







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

end