Coursera Machine Learning 第九周 quizProgramming Exercise 8: Anomaly Detection and Recommender Systems

estimateGaussian.m

function [mu sigma2] = estimateGaussian(X)
%ESTIMATEGAUSSIAN This function estimates the parameters of a 
%Gaussian distribution using the data in X
%   [mu sigma2] = estimateGaussian(X), 
%   The input X is the dataset with each n-dimensional data point in one row
%   The output is an n-dimensional vector mu, the mean of the data set
%   and the variances sigma^2, an n x 1 vector
% 

% Useful variables
[m, n] = size(X);

% You should return these values correctly
mu = zeros(n, 1);
sigma2 = zeros(n, 1);

% ====================== YOUR CODE HERE ======================
% Instructions: Compute the mean of the data and the variances
%               In particular, mu(i) should contain the mean of
%               the data for the i-th feature and sigma2(i)
%               should contain variance of the i-th feature.
%
mu = sum(X)' / m;              %sum是对X按列求和的意思  
temp = X' - repmat(mu,1,m);    %repmat(A,m,n)，把矩阵A复制m*n份，行为m，列为n  
                               %这里也可用temp = bsxfun(@minus, X', mu)  
sigma2 = sum(temp.^2,2) / m;   %sum(A,2)对矩阵按列求和  









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


end

selectThresold.m

function [bestEpsilon bestF1] = selectThreshold(yval, pval)
%SELECTTHRESHOLD Find the best threshold (epsilon) to use for selecting
%outliers
%   [bestEpsilon bestF1] = SELECTTHRESHOLD(yval, pval) finds the best
%   threshold to use for selecting outliers based on the results from a
%   validation set (pval) and the ground truth (yval).
%

bestEpsilon = 0;
bestF1 = 0;
F1 = 0;

stepsize = (max(pval) - min(pval)) / 1000;
for epsilon = min(pval):stepsize:max(pval)
    
    % ====================== YOUR CODE HERE ======================
    % Instructions: Compute the F1 score of choosing epsilon as the
    %               threshold and place the value in F1. The code at the
    %               end of the loop will compare the F1 score for this
    %               choice of epsilon and set it to be the best epsilon if
    %               it is better than the current choice of epsilon.
    %               
    % Note: You can use predictions = (pval < epsilon) to get a binary vector
    %       of 0's and 1's of the outlier predictions

cvPrediction = pval < epsilon;      %yval小于ipsilon则置1否则置0  
tp = sum((cvPrediction == 1) & (yval == 1));  %cvPrediction为我们的预测值，yval为实际值  
fp = sum((cvPrediction == 1) & (yval == 0));  
fn = sum((cvPrediction == 0) & (yval == 1));  
prec = tp / (tp + fp);  
rec = tp / (tp + fn);  
F1 = 2 * prec * rec / (prec + rec);  

cofiCostFunc.m

function [J, grad] = cofiCostFunc(params, Y, R, num_users, num_movies, ...
                                  num_features, lambda)
%COFICOSTFUNC Collaborative filtering cost function
%   [J, grad] = COFICOSTFUNC(params, Y, R, num_users, num_movies, ...
%   num_features, lambda) returns the cost and gradient for the
%   collaborative filtering problem.
%

% Unfold the U and W matrices from params
X = reshape(params(1:num_movies*num_features), num_movies, num_features);
Theta = reshape(params(num_movies*num_features+1:end), ...
                num_users, num_features);

            
% You need to return the following values correctly
J = 0;
X_grad = zeros(size(X));
Theta_grad = zeros(size(Theta));

% ====================== YOUR CODE HERE ======================
% Instructions: Compute the cost function and gradient for collaborative
%               filtering. Concretely, you should first implement the cost
%               function (without regularization) and make sure it is
%               matches our costs. After that, you should implement the 
%               gradient and use the checkCostFunction routine to check
%               that the gradient is correct. Finally, you should implement
%               regularization.
%
% Notes: X - num_movies  x num_features matrix of movie features
%        Theta - num_users  x num_features matrix of user features
%        Y - num_movies x num_users matrix of user ratings of movies
%        R - num_movies x num_users matrix, where R(i, j) = 1 if the 
%            i-th movie was rated by the j-th user
%
% You should set the following variables correctly:
%
%        X_grad - num_movies x num_features matrix, containing the 
%                 partial derivatives w.r.t. to each element of X
%        Theta_grad - num_users x num_features matrix, containing the 
%                     partial derivatives w.r.t. to each element of Theta
%

J = (1/2).*sum(sum(((X*Theta').*R-Y.*R).^2))+(lambda./2.*sum(sum(Theta.^2)))+(lambda./2.*sum(sum(X.^2)));        
% Only predict rating X*Theta' if user has rated (i.e. R=1)

X_grad = (((X*Theta').*R*Theta-Y.*R*Theta)+lambda.*X);
Theta_grad = ((X'*((X*Theta').*R)-X'*(Y.*R)))'+lambda.*Theta;













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

grad = [X_grad(:); Theta_grad(:)];

end



% ============================================================= if F1 > bestF1 bestF1 = F1; bestEpsilon = epsilon; endendend