第一次编程作业跟着讲义感觉还是很简单,毕竟大部分代码都给了,自己只需要写一点点的算法实现,其实就是编写几个数学公式的事情,接上代码。
PS:博主在做一维的情况时对各个变量的计算进行了向量化,因此损失函数和梯度下降可以完全适应于多特征值的情况。
损失函数:
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.
s = 0;
for iter=1:m
h = theta' * X(iter,:)';
s = s + (h-y(iter))^2;
end
J = s/(2*m);
% =========================================================================
end
梯度下降:
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.
%
s = zeros(size(theta));
for j = 1:m
h = theta' * X(j,:)';
s = s + (h-y(j)) * (X(j,:)');
end
theta = theta - alpha * s / m;
% ============================================================
% Save the cost J in every iteration
J_history(iter) = computeCost(X, y, theta);
end
end
Normal Equations:
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 = inv(X'*X)*X'*y
% -------------------------------------------------------------
% ============================================================
end
ex1_multi.m:
%% Machine Learning Online Class
% Exercise 1: Linear regression with multiple variables
%
% Instructions
% ------------
%
% This file contains code that helps you get started on the
% linear regression exercise.
%
% You will need to complete the following functions in this
% exericse:
%
% warmUpExercise.m
% plotData.m
% gradientDescent.m
% computeCost.m
% gradientDescentMulti.m
% computeCostMulti.m
% featureNormalize.m
% normalEqn.m
%
% For this part of the exercise, you will need to change some
% parts of the code below for various experiments (e.g., changing
% learning rates).
%
%% Initialization
%% ================ Part 1: Feature Normalization ================
%% Clear and Close Figures
clear ; close all; clc
fprintf('Loading data ...\n');
%% Load Data
data = load('ex1data2.txt');
X = data(:, 1:2);
y = data(:, 3);
m = length(y);
% Print out some data points
fprintf('First 10 examples from the dataset: \n');
fprintf(' x = [%.0f %.0f], y = %.0f \n', [X(1:10,:) y(1:10,:)]');
fprintf('Program paused. Press enter to continue.\n');
pause;
% Scale features and set them to zero mean
fprintf('Normalizing Features ...\n');
[X mu sigma] = featureNormalize(X);
% Add intercept term to X
X = [ones(m, 1) X];
%% ================ Part 2: Gradient Descent ================
% ====================== YOUR CODE HERE ======================
% Instructions: We have provided you with the following starter
% code that runs gradient descent with a particular
% learning rate (alpha).
%
% Your task is to first make sure that your functions -
% computeCost and gradientDescent already work with
% this starter code and support multiple variables.
%
% After that, try running gradient descent with
% different values of alpha and see which one gives
% you the best result.
%
% Finally, you should complete the code at the end
% to predict the price of a 1650 sq-ft, 3 br house.
%
% Hint: By using the 'hold on' command, you can plot multiple
% graphs on the same figure.
%
% Hint: At prediction, make sure you do the same feature normalization.
%
fprintf('Running gradient descent ...\n');
% Choose some alpha value
alpha = 0.01;
num_iters = 400;
% Init Theta and Run Gradient Descent
theta = zeros(3, 1);
[theta, J_history] = gradientDescentMulti(X, y, theta, alpha, num_iters);
% Plot the convergence graph
figure;
plot(1:numel(J_history), J_history, '-b', 'LineWidth', 2);
xlabel('Number of iterations');
ylabel('Cost J');
% Display gradient descent's result
fprintf('Theta computed from gradient descent: \n');
fprintf(' %f \n', theta);
fprintf('\n');
% Estimate the price of a 1650 sq-ft, 3 br house
% ====================== YOUR CODE HERE ======================
% Recall that the first column of X is all-ones. Thus, it does
% not need to be normalized.
price = theta' * [1;(1650-mu)/sigma;3]; % You should change this
% ============================================================
fprintf(['Predicted price of a 1650 sq-ft, 3 br house ' ...
'(using gradient descent):\n $%f\n'], price);
fprintf('Program paused. Press enter to continue.\n');
pause;
%% ================ Part 3: Normal Equations ================
fprintf('Solving with normal equations...\n');
% ====================== YOUR CODE HERE ======================
% Instructions: The following code computes the closed form
% solution for linear regression using the normal
% equations. You should complete the code in
% normalEqn.m
%
% After doing so, you should complete this code
% to predict the price of a 1650 sq-ft, 3 br house.
%
%% Load Data
data = csvread('ex1data2.txt');
X = data(:, 1:2);
y = data(:, 3);
m = length(y);
% Add intercept term to X
X = [ones(m, 1) X];
% Calculate the parameters from the normal equation
theta = normalEqn(X, y);
% Display normal equation's result
fprintf('Theta computed from the normal equations: \n');
fprintf(' %f \n', theta);
fprintf('\n');
% Estimate the price of a 1650 sq-ft, 3 br house
% ====================== YOUR CODE HERE ======================
price = theta' * [1;1650;3]; % You should change this
% ============================================================
fprintf(['Predicted price of a 1650 sq-ft, 3 br house ' ...
'(using normal equations):\n $%f\n'], price);