逻辑回归
logistic regression: 0 ≤ h θ ( x ) ≤ 1 0\leq h_\theta(x) \leq 1 0≤hθ(x)≤1
h θ ( x ) = 1 1 + e − θ T X h_\theta(x)=\frac{1}{1+e^{-\theta^TX}} hθ(x)=1+e−θTX1
decision boundary(决策边界)
θ
T
X
>
0
\theta^T X>0
θTX>0 predict y=1;
是假设本身及其参数的属性所决定的
J ( θ ) = 1 m ∑ i = 1 m ( − y ( i ) l o g ( h θ ( x ( i ) ) − ( 1 − y ) l o g ( 1 − h θ ( x ( i ) ) ) J(\theta)=\frac{1}{m}\sum_{i=1}^m\big( -y^{(i)}log(h_\theta(x^{(i)})-(1-y)log(1-h_\theta(x^{(i)})\big) J(θ)=m1i=1∑m(−y(i)log(hθ(x(i))−(1−y)log(1−hθ(x(i)))
advanced optimization(高级优化)
options = optimset(‘GradObj’, ‘on’, ‘MaxIter’, 100);
initialTheta = zeros(2,1);
[optTheta, functionVal, exitFlag] = fminunc(@costFunction, initialTheta, options);
muticlass classification
h θ ( i ) ( x ) = P ( y = i ∣ x ; θ ) ( i = 1 , 2 , 3 ) h_\theta^{(i)}(x)=P(y=i|x;\theta) \quad (i=1,2,3) hθ(i)(x)=P(y=i∣x;θ)(i=1,2,3)
over fitting
regularization(正规化)
underfit high bias
overfit
1.reduce number of features
2.regularization
J ( θ ) = 1 2 m [ ∑ i = 1 m ( h θ ( x ( i ) ) − y ( i ) ) 2 + λ ∑ j = 1 n θ j 2 ] J(\theta)=\frac{1}{2m}\left[\sum_{i=1}^m\big(h_\theta(x^{(i)})-y^{(i)})^2+\lambda \sum_{j=1}^n\theta_j^2\right] J(θ)=2m1[i=1∑m(hθ(x(i))−y(i))2+λj=1∑nθj2]