Coursera-Machine Learning-Andrew Ng-Programming Exercise 8

【Exercise 8 Anomaly Detection and Recommender System】

【代码】【第一部分】

ex8.m

以网络吞吐量和延迟为背景的异常检测（Anomaly Detection）

参数估计 -> 由估计的模型计算p -> 在交叉验证集找到最合适的阈值epsilon -> 由该阈值检测异常 ->

最后加载了一组高维数据进行同样的步骤，验证代码的通用性

%% Machine Learning Online Class
%  Exercise 8 | Anomaly Detection and Collaborative Filtering
%
%  Instructions 
%  ------------
%
%  This file contains code that helps you get started on the
%  exercise. You will need to complete the following functions:
%
%     estimateGaussian.m
%     selectThreshold.m
%     cofiCostFunc.m
%
%  For this exercise, you will not need to change any code in this file,
%  or any other files other than those mentioned above.
%


%% Initialization
clear ; close all; clc


%% ================== Part 1: Load Example Dataset  ===================
%  We start this exercise by using a small dataset that is easy to
%  visualize.
%
%  Our example case consists of 2 network server statistics across
%  several machines: the latency and throughput of each machine.
%  This exercise will help us find possibly faulty (or very fast) machines.
%


fprintf('Visualizing example dataset for outlier detection.\n\n');


%  The following command loads the dataset. You should now have the
%  variables X, Xval, yval in your environment
load('ex8data1.mat');


%  Visualize the example dataset
plot(X(:, 1), X(:, 2), 'bx');
axis([0 30 0 30]);
xlabel('Latency (ms)');
ylabel('Throughput (mb/s)');


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




%% ================== Part 2: Estimate the dataset statistics ===================
%  For this exercise, we assume a Gaussian distribution for the dataset.
%
%  We first estimate the parameters of our assumed Gaussian distribution, 
%  then compute the probabilities for each of the points and then visualize 
%  both the overall distribution and where each of the points falls in 
%  terms of that distribution.
%
fprintf('Visualizing Gaussian fit.\n\n');


%  Estimate my and sigma2
[mu sigma2] = estimateGaussian(X);


%  Returns the density of the multivariate normal at each data point (row) 
%  of X
p = multivariateGaussian(X, mu, sigma2);


%  Visualize the fit
visualizeFit(X,  mu, sigma2);
xlabel('Latency (ms)');
ylabel('Throughput (mb/s)');


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


%% ================== Part 3: Find Outliers ===================
%  Now you will find a good epsilon threshold using a cross-validation set
%  probabilities given the estimated Gaussian distribution
% 


pval = multivariateGaussian(Xval, mu, sigma2);


[epsilon F1] = selectThreshold(yval, pval);
fprintf('Best epsilon found using cross-validation: %e\n', epsilon);
fprintf('Best F1 on Cross Validation Set:  %f\n', F1);
fprintf('   (you should see a value epsilon of about 8.99e-05)\n');
fprintf('   (you should see a Best F1 value of  0.875000)\n\n');


%  Find the outliers in the training set and plot the
outliers = find(p < epsilon);


%  Draw a red circle around those outliers
hold on
plot(X(outliers, 1), X(outliers, 2), 'ro', 'LineWidth', 2, 'MarkerSize', 10);
hold off


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


%% ================== Part 4: Multidimensional Outliers ===================
%  We will now use the code from the previous part and apply it to a 
%  harder problem in which more features describe each datapoint and only 
%  some features indicate whether a point is an outlier.
%


%  Loads the second dataset. You should now have the
%  variables X, Xval, yval in your environment
load('ex8data2.mat');


%  Apply the same steps to the larger dataset
[mu sigma2] = estimateGaussian(X);


%  Training set 
p = multivariateGaussian(X, mu, sigma2);


%  Cross-validation set
pval = multivariateGaussian(Xval, mu, sigma2);


%  Find the best threshold
[epsilon F1] = selectThreshold(yval, pval);


fprintf('Best epsilon found using cross-validation: %e\n', epsilon);
fprintf('Best F1 on Cross Validation Set:  %f\n', F1);
fprintf('   (you should see a value epsilon of about 1.38e-18)\n');
fprintf('   (you should see a Best F1 value of 0.615385)\n');
fprintf('# Outliers found: %d\n\n', sum(p < epsilon));

estimateGaussian.m

参数估计。套公式，注意内建函数std、var等分母为n-1

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 = mean(X);
    %sigma2 = (std(X).^2)*(m-1)/m;
    sigma2 = var(X)*(m-1)/m;
% =============================================================




end

selectThreshold.m

在交叉验证集选择合适的参数epsilon。

套公式，主要是分清几个术语，由tp、tn、fp、fn的定义，还可以用二进制的与或非运算实现

由于数据skewed，评价标准为参数F1

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
    

    predictions = (pval < epsilon);
    tp=sum(predictions.*yval);
    fp=sum(predictions.*(1-yval));
    tn=sum((1-predictions).*(1-yval));
    fn=sum((1-predictions).*yval);
    prec=tp/(tp + fp);
    rec=tp/(tp + fn);
    F1=2*prec*rec/(prec+rec);

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

    if F1 > bestF1
       bestF1 = F1;
       bestEpsilon = epsilon;
    end
end

end

【第二部分】

ex8_config.m

协同过滤（collaborative filtering） 电影推荐系统


（先取一部分数据）实现成本函数、梯度函数及其正则化 -> 数值法验算梯度 -> 在数据中加入一列新用户，即“我” ->

（计算范围恢复到全体）归一化，随机初始化，调包优化 -> 预测，注意加上平均值

（优化参数是X电影的潜在属性、Theta用户的潜在偏好，需要unroll为一列来传递，输出后需要reshape恢复）

---------------------------------------------------------------------------------

starter code里面有个有点意思的用法——用logical类型索引数组

示例：

>> A=[1 2 3 4]; idx=logical([0 1 0 1]);
>> A(idx)
ans =
     2     4

此处用来计算某电影【有评分】用户的平均分，比较方便。

受此启发回头改了ex7中一处代码：

用来计算属于【第k个】聚类样本的中心，异曲同工。相比注释掉的原代码简洁不少。

-------------------------------------------------------------------------------------------

%% Machine Learning Online Class
%  Exercise 8 | Anomaly Detection and Collaborative Filtering
%
%  Instructions
%  ------------
%
%  This file contains code that helps you get started on the
%  exercise. You will need to complete the following functions:
%
%     estimateGaussian.m
%     selectThreshold.m
%     cofiCostFunc.m
%
%  For this exercise, you will not need to change any code in this file,
%  or any other files other than those mentioned above.
%

%% =============== Part 1: Loading movie ratings dataset ================
%  You will start by loading the movie ratings dataset to understand the
%  structure of the data.
%  
fprintf('Loading movie ratings dataset.\n\n');

%  Load data
load ('ex8_movies.mat');

%  Y is a 1682x943 matrix, containing ratings (1-5) of 1682 movies on 
%  943 users
%
%  R is a 1682x943 matrix, where R(i,j) = 1 if and only if user j gave a
%  rating to movie i

%  From the matrix, we can compute statistics like average rating.

fprintf('Average rating for movie 1 (Toy Story): %f / 5\n\n', ...
        mean(Y(1, R(1, :))));
    
%  注意可以通过逻辑类型索引矩阵
%  We can "visualize" the ratings matrix by plotting it with imagesc
imagesc(Y);
ylabel('Movies');
xlabel('Users');

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

%% ============ Part 2: Collaborative Filtering Cost Function ===========
%  You will now implement the cost function for collaborative filtering.
%  To help you debug your cost function, we have included set of weights
%  that we trained on that. Specifically, you should complete the code in 
%  cofiCostFunc.m to return J.

%  Load pre-trained weights (X, Theta, num_users, num_movies, num_features)
load ('ex8_movieParams.mat');

%  Reduce the data set size so that this runs faster
num_users = 4; num_movies = 5; num_features = 3;
X = X(1:num_movies, 1:num_features);
Theta = Theta(1:num_users, 1:num_features);
Y = Y(1:num_movies, 1:num_users);
R = R(1:num_movies, 1:num_users);

%  Evaluate cost function
J = cofiCostFunc([X(:) ; Theta(:)], Y, R, num_users, num_movies, ...
               num_features, 0);
           
fprintf(['Cost at loaded parameters: %f '...
         '\n(this value should be about 22.22)\n'], J);

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


%% ============== Part 3: Collaborative Filtering Gradient ==============
%  Once your cost function matches up with ours, you should now implement 
%  the collaborative filtering gradient function. Specifically, you should 
%  complete the code in cofiCostFunc.m to return the grad argument.
%  
fprintf('\nChecking Gradients (without regularization) ... \n');

%  Check gradients by running checkNNGradients
checkCostFunction;

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


%% ========= Part 4: Collaborative Filtering Cost Regularization ========
%  Now, you should implement regularization for the cost function for 
%  collaborative filtering. You can implement it by adding the cost of
%  regularization to the original cost computation.
%  

%  Evaluate cost function
J = cofiCostFunc([X(:) ; Theta(:)], Y, R, num_users, num_movies, ...
               num_features, 1.5);
           
fprintf(['Cost at loaded parameters (lambda = 1.5): %f '...
         '\n(this value should be about 31.34)\n'], J);

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


%% ======= Part 5: Collaborative Filtering Gradient Regularization ======
%  Once your cost matches up with ours, you should proceed to implement 
%  regularization for the gradient. 
%

%  
fprintf('\nChecking Gradients (with regularization) ... \n');

%  Check gradients by running checkNNGradients
checkCostFunction(1.5);

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


%% ============== Part 6: Entering ratings for a new user ===============
%  Before we will train the collaborative filtering model, we will first
%  add ratings that correspond to a new user that we just observed. This
%  part of the code will also allow you to put in your own ratings for the
%  movies in our dataset!
%
movieList = loadMovieList();

%  Initialize my ratings
my_ratings = zeros(1682, 1);

% Check the file movie_idx.txt for id of each movie in our dataset
% For example, Toy Story (1995) has ID 1, so to rate it "4", you can set
my_ratings(1) = 4;

% Or suppose did not enjoy Silence of the Lambs (1991), you can set
my_ratings(98) = 2;

% We have selected a few movies we liked / did not like and the ratings we
% gave are as follows:
my_ratings(7) = 3;
my_ratings(12)= 5;
my_ratings(54) = 4;
my_ratings(64)= 5;
my_ratings(66)= 3;
my_ratings(69) = 5;
my_ratings(183) = 4;
my_ratings(226) = 5;
my_ratings(355)= 5;

fprintf('\n\nNew user ratings:\n');
for i = 1:length(my_ratings)
    if my_ratings(i) > 0 
        fprintf('Rated %d for %s\n', my_ratings(i), ...
                 movieList{i});
    end
end

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


%% ================== Part 7: Learning Movie Ratings ====================
%  Now, you will train the collaborative filtering model on a movie rating 
%  dataset of 1682 movies and 943 users
%

fprintf('\nTraining collaborative filtering...\n');

%  Load data
load('ex8_movies.mat');

%  Y is a 1682x943 matrix, containing ratings (1-5) of 1682 movies by 
%  943 users
%
%  R is a 1682x943 matrix, where R(i,j) = 1 if and only if user j gave a
%  rating to movie i

%  Add our own ratings to the data matrix
Y = [my_ratings Y];
R = [(my_ratings ~= 0) R];

%  Normalize Ratings
[Ynorm, Ymean] = normalizeRatings(Y, R);

%  Useful Values
num_users = size(Y, 2);
num_movies = size(Y, 1);
num_features = 10;

% Set Initial Parameters (Theta, X)
X = randn(num_movies, num_features);
Theta = randn(num_users, num_features);

initial_parameters = [X(:); Theta(:)];

% Set options for fmincg
options = optimset('GradObj', 'on', 'MaxIter', 100);

% Set Regularization
lambda = 10;
theta = fmincg (@(t)(cofiCostFunc(t, Ynorm, R, num_users, num_movies, ...
                                num_features, lambda)), ...
                initial_parameters, options);

% Unfold the returned theta back into U and W
X = reshape(theta(1:num_movies*num_features), num_movies, num_features);
Theta = reshape(theta(num_movies*num_features+1:end), ...
                num_users, num_features);

fprintf('Recommender system learning completed.\n');

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

%% ================== Part 8: Recommendation for you ====================
%  After training the model, you can now make recommendations by computing
%  the predictions matrix.
%

p = X * Theta';
my_predictions = p(:,1) + Ymean;

movieList = loadMovieList();

[r, ix] = sort(my_predictions, 'descend');
fprintf('\nTop recommendations for you:\n');
for i=1:10
    j = ix(i);
    fprintf('Predicting rating %.1f for movie %s\n', my_predictions(j), ...
            movieList{j});
end

fprintf('\n\nOriginal ratings provided:\n');
for i = 1:length(my_ratings)
    if my_ratings(i) > 0 
        fprintf('Rated %d for %s\n', my_ratings(i), ...
                 movieList{i});
    end
end

ConfiCostFunc.m

计算成本。套公式，注意向量化，注意.*R来取r(i,j)=1样本的方法。

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= sum(sum((X*Theta'-Y).^2.*R))/2;
    J= J+lambda/2*sum(sum(Theta.^2)) +lambda/2*sum(sum(X.^2));

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

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

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

end

2018-2-9