Logistic回归的代价函数
J ( θ ) = − 1 m [ ∑ i = 1 m y ( i ) l o g h θ ( x ( i ) ) + ( 1 − y ( i ) ) l o g ( 1 − h θ ( x ( i ) ) ) ] J(\theta)=-\frac{1}{m}\left[\sum^m_{i=1}y^{(i)}log\ h_\theta(x^{(i)})+(1-y^{(i)})log(1-h_\theta(x^{(i)}))\right] J(θ)=−m1[i=1∑my(i)log hθ(x(i))+(1−y(i))log(1−hθ(x(i)))]对代价函数求偏导:
补充:
h θ ( x ( i ) ) = g ( x ( i ) θ ) g ( x ) = 1 1 + e − x g ′ ( x ) = g ( x ) ( 1 − g ( x ) ) ∂ h θ ( x ( i ) ) ∂ θ = h θ ′ ( x ( i ) ) ( x ( i ) ) T \begin{aligned} &h_\theta(x^{(i)})=g(x^{(i)}\theta)\\&g(x)=\frac{1}{1+e^{-x}}\\ &g^{'}(x)=g(x)(1-g(x))\\ &\frac{\partial h_\theta(x^{(i)})}{\partial \theta}=h^{'}_\theta(x^{(i)})(x^{(i)})^T \end{aligned} hθ(x(i))=g(x(i)θ)g(x)=1+e−x1