吴恩达机器学习第一次作业——线性回归

一、单变量线性回归

1，线性回归

使用plotData.m，完成了对已加载数据集ex1data1.txt的可视化，反应在二维坐标中。

function plotData(x, y)
%PLOTDATA Plots the data points x and y into a new figure 
%   PLOTDATA(x,y) plots the data points and gives the figure axes labels of
%   population and profit.

figure; % open a new figure window
plot(x, y, 'rx', 'MarkerSize', 10);
ylabel('Profit in $10,000s'); % Set the y?axis label
xlabel('Population of City in 10,000s'); % Set the xxaxis label

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

end

平面中存在零散的数据集，寻找数据集之间的联系，可以将数据集拟合成一条直线。

假设单变量线性回归的函数为：
$h_{\theta }(x)={\theta }_0+{\theta }_{1}x$

我们程序也需要一个机制去评估我们θ是否比较好，所以说需要对我们做出的h函数进行评估，描述h函数不好的程度，在下面，我们称这个函数为代价函数为：
$J(\theta )=\frac{1}{2m}{\sum }_{i=1}^m(h_{\theta }(x^{(i)})-y^{(i)}{)}^2$
自定义函数computeCost.m，编写这里分析的代价函数的公式

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.

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



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

end

希望得到最小的代价函数。此时得到的参数$\theta$对应的线性拟合即为最佳拟合。

得到最小的代价函数的方法:梯度下降算法（Gradient descent algorithm）

2，梯度下降算法（Gradient descent algorithm）

循环下述赋值过程，直到$\theta$收敛。
{
${\theta }_j:={\theta }_j-\alpha \frac{\partial }{\partial /{\theta }_j}J(\theta )$
(for j=0 and j=1 ) }
其中$\alpha$是机器学习效率。$\alpha$的设置不能太大，只有当$\alpha$足够小时，代价函数才会在经过每一次迭代后都会减小，知道收敛；但是$\alpha$也不能太小，$\alpha$太小时，代价函数收敛的速度非常慢。
要求${\theta }_0,{\theta }_1$同步更新。
更新过程为：
$tem{p}_0:={\theta }_0-\alpha \frac{\partial }{\partial /{\theta }_0}J(\theta )$
$tem{p}_1:={\theta }_1-\alpha \frac{\partial }{\partial /{\theta }_1}J(\theta )$
${\theta }_0:=tem{p}_0$
${\theta }_1:=tem{p}_1$
其中，
$\frac{\partial }{\partial /{\theta }_j}J(\theta )=\frac{\partial }{\partial /{\theta }_j}\frac{1}{2m}{\sum }_{i=1}^m(h_{\theta }(x^{(i)})-y^{(i)}{)}^2$

$=\frac{1}{2m}{\sum }_{i=1}^m({\theta }_0+{\theta }_1{x}^{(i)}-y^{(i)}{)}^2$
$whenj=0$
$\frac{\partial }{\partial /{\theta }_j}J(\theta )=\frac{1}{m}{\sum }_{i=1}^m(h_{\theta }(x^{(i)})-y^{(i)})$
$whenj=1$
$\frac{\partial }{\partial /{\theta }_j}J(\theta )=\frac{1}{m}{\sum }_{i=1}^m(h_{\theta }(x^{(i)})-y^{(i)})x^{(i)}$
自定义函数gradientDescent.m，实现梯度下降循环赋值算法，根据前文分析同时更新${\theta }_0,{\theta }_1$。

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);
theta_s=theta;

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.
    %
    theta(1) = theta(1) - alpha / m * sum(X * theta_s - y);       
    theta(2) = theta(2) - alpha / m * sum((X * theta_s - y) .* X(:,2));     % 必须同时更新theta(1)和theta(2)，所以不能用X * theta,而要用theta_s存储上次结果。
    
    theta_s=theta;



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

    % Save the cost J in every iteration    
    J_history(iter) = computeCost(X, y, theta);

end

end

3，可视化实现

%% Machine Learning Online Class - Exercise 1: Linear Regression

%  Instructions
%  ------------
%
%  This file contains code that helps you get started on the
%  linear 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 exercise, you will not need to change any code in this file,
%  or any other files other than those mentioned above.
%
% x refers to the population size in 10,000s
% y refers to the profit in $10,000s
%

%% Initialization
clear ; close all; clc

%% ==================== Part 1: Basic Function ====================
% Complete warmUpExercise.m
fprintf('Running warmUpExercise ... \n');
fprintf('5x5 Identity Matrix: \n');
warmUpExercise()

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


%% ======================= Part 2: Plotting =======================
fprintf('Plotting Data ...\n')
data = load('ex1data1.txt');
X = data(:, 1); y = data(:, 2);
m = length(y); % number of training examples

% Plot Data
% Note: You have to complete the code in plotData.m
plotData(X, y);

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

%% =================== Part 3: Cost and Gradient descent ===================

X = [ones(m, 1), data(:,1)]; % Add a column of ones to x
theta = zeros(2, 1); % initialize fitting parameters

% Some gradient descent settings
iterations = 1500;
alpha = 0.01;

fprintf('\nTesting the cost function ...\n')
% compute and display initial cost
J = computeCost(X, y, theta);
fprintf('With theta = [0 ; 0]\nCost computed = %f\n', J);
fprintf('Expected cost value (approx) 32.07\n');

% further testing of the cost function
J = computeCost(X, y, [-1 ; 2]);
fprintf('\nWith theta = [-1 ; 2]\nCost computed = %f\n', J);
fprintf('Expected cost value (approx) 54.24\n');

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

fprintf('\nRunning Gradient Descent ...\n')
% run gradient descent
theta = gradientDescent(X, y, theta, alpha, iterations);

% print theta to screen 
fprintf('Theta found by gradient descent:\n');
fprintf('%f\n', theta);
fprintf('Expected theta values (approx)\n');
fprintf(' -3.6303\n  1.1664\n\n');

% Plot the linear fit
hold on; % keep previous plot visible
plot(X(:,2), X*theta, '-')
legend('Training data', 'Linear regression')
hold off % don't overlay any more plots on this figure

% Predict values for population sizes of 35,000 and 70,000
predict1 = [1, 3.5] *theta;
fprintf('For population = 35,000, we predict a profit of %f\n',...
    predict1*10000);
predict2 = [1, 7] * theta;
fprintf('For population = 70,000, we predict a profit of %f\n',...
    predict2*10000);

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

%% ============= Part 4: Visualizing J(theta_0, theta_1) =============
fprintf('Visualizing J(theta_0, theta_1) ...\n')

% Grid over which we will calculate J
theta0_vals = linspace(-10, 10, 100);
theta1_vals = linspace(-1, 4, 100);
 
% initialize J_vals to a matrix of 0's
J_vals = zeros(length(theta0_vals), length(theta1_vals));

% Fill out J_vals
for i = 1:length(theta0_vals)
    for j = 1:length(theta1_vals)
	  t = [theta0_vals(i); theta1_vals(j)];
	  J_vals(i,j) = computeCost(X, y, t);
    end
end


% Because of the way meshgrids work in the surf command, we need to
% transpose J_vals before calling surf, or else the axes will be flipped
J_vals = J_vals';
% Surface plot
figure;
surf(theta0_vals, theta1_vals, J_vals)
xlabel('\theta_0'); ylabel('\theta_1');

% Contour plot
figure;
% Plot J_vals as 15 contours spaced logarithmically between 0.01 and 100
contour(theta0_vals, theta1_vals, J_vals, logspace(-2, 3, 20))
xlabel('\theta_0'); ylabel('\theta_1');
hold on;
plot(theta(1), theta(2), 'rx', 'MarkerSize', 10, 'LineWidth', 2);

根据最后收敛得到的$\theta$参数，画出线性拟合的直线

得到的数据集的点零散分布在平面内，线性拟合一条直线，使这些点尽可能分布在这条线上或周围。
为了更好得理解$J(\theta )$,建立水平轴${\theta }_o,{\theta }_1$的空间坐标系，垂直轴为$J(\theta )$的值，得到下图左。
代码为：

% initialize J vals to a matrix of 0's J vals = zeros(length(theta0 vals), length(theta1 vals));
% Fill out J vals
for i = 1:length(theta0 vals)
for j = 1:length(theta1 vals)
t = [theta0 vals(i); theta1 vals(j)];
J vals(i,j) = computeCost(x, y, t);
end
end

以${\theta }_0$为横轴，${\theta }_1$为纵轴，得到$J(\theta )$等高线图，得到下图右。图中红色点为${\theta }_o,{\theta }_1$收敛到最小处时的位置。

二、多变量线性回归

1，回归方程

多变量线性回归方程与单变量线性回归假设的方程类似，区别在于前者的变量较多：
$h_{\theta }(x)={\theta }_0+{\theta }_1{x}_1+{\theta }_2{x}_2+{\theta }_3{x}_3+...+{\theta }_n{x}_n$
为了后面的运算，在这里我们可以令$x_0=1$,将$\theta ,x$视为向量
可以得到
$h_{\theta }(x)={\theta }^{T}x$
多变量线性回归的代价函数为：
$J(\theta )=\frac{1}{2m}{\sum }_{i=1}^m(h_{\theta }(x^{(i)})-y^{(i)}{)}^2$

2，缩小特征

为了使梯度下降算法收敛得足够快，需要对缩小特征。

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.

% You need to set these values correctly
X_norm = X;
mu = zeros(1, size(X, 2));
sigma = zeros(1, size(X, 2));

% ====================== YOUR CODE HERE ======================
% Instructions: First, for each feature dimension, compute the mean
%               of the feature and subtract it from the dataset,
%               storing the mean value in mu. Next, compute the 
%               standard deviation of each feature and divide
%               each feature by it's standard deviation, storing
%               the standard deviation in sigma. 
%
%               Note that X is a matrix where each column is a 
%               feature and each row is an example. You need 
%               to perform the normalization separately for 
%               each feature. 
%
% Hint: You might find the 'mean' and 'std' functions useful.
%       
mu=X(:,1);
sigma=X(:,2);
mu = (mu-mean(mu))/std(mu);
sigma = (sigma-mean(sigma))/std(sigma);
X_norm=[mu,sigma];
% ============================================================

end

3，梯度下降算法的实现

首先要计算代价函数，根据公式，$J(\theta )=\frac{1}{2m}{\sum }_{i=1}^m(h_{\theta }(x^{(i)})-y^{(i)}{)}^2$自定义函数computeCostMulti.m，

function J = computeCostMulti(X, y, theta)
%COMPUTECOSTMULTI Compute cost for linear regression with multiple variables
%   J = COMPUTECOSTMULTI(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.
J = sum((X*theta-y).^2)/(2*m);
% =========================================================================
end

自定义gradientDescentMulti.m函数实现梯度下降算法
与单变量回归的梯度算法相同，都是每次迭代后需要同时$\theta$值，
{
${\theta }_j:={\theta }_j-\alpha \frac{\partial }{\partial /{\theta }_j}J(\theta )$
(for j=0 and j=1 ) }

function [theta, J_history] = gradientDescentMulti(X, y, theta, alpha, num_iters)
%GRADIENTDESCENTMULTI Performs gradient descent to learn theta
%   theta = GRADIENTDESCENTMULTI(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 (computeCostMulti) and gradient here.
    %

theta = theta -alpha/m*X'*(X*theta-y);
    
    % ============================================================

    % Save the cost J in every iteration    
    J_history(iter) = computeCostMulti(X, y, theta);

end

画出随着迭代次数的增加（$\alpha =0.01$），代价损失下降的关系

可以看到随着迭代更替，代价损失逐渐减少，直至收敛。
再增大学习效率的值$\alpha$($\alpha =0.1$)，得到图像如下，会发现代价函数收敛速度大大加快。

减小学习效率的值$\alpha$($\alpha =0.001$)，得到图像如下，会发现代价函数收敛速度变缓。

附上多变量线性回归的完整实现代码

%% 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 = 0; % 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 = 0; % You should change this


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

fprintf(['Predicted price of a 1650 sq-ft, 3 br house ' ...
         '(using normal equations):\n $%f\n'], price);

总结
从实验结果看到，正则化与梯度下降法得到的$\theta$不同，下面对两种方法进行比较