【吴恩达机器学习】Week2 编程作业ex1——线性回归、特征放缩和正规方程

一元线性回归

一、初始化

%% Initialization
clear ; close all; clc

二、生成单位矩阵

%% ==================== 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;

• warmUpeExercise.m

function A = warmUpExercise()
%WARMUPEXERCISE Example function in octave
%   A = WARMUPEXERCISE() is an example function that returns the 5x5 identity matrix

A = eye(5);
end

三、图像绘制

%% ======================= 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;

• plotData.m

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

end

四、代价函数和梯度下降法

（1）求代价函数

%% =================== 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;

• computeCost.m

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.


% predicitions = X * theta;
% sqrErrors = (predicitions - y).^2;
% J = 1 / (2 * m) * sum(sqrErrors);

J = 1 / (2 * m) * (X*theta - y)' * (X*theta - y)

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

end

（2）梯度下降法

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;

• gradientDescent.m

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);

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

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

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

end

end

注意： 此为矩阵运算，分清相乘的行数和列数的对应关系

五、绘制代价函数的三维曲线和等高线

%% ============= 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);

多元线性回归

一、特征归一化

featureNormalize.m

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 = mean(X);
    sigma = std(X);
    X_norm = (X_norm - mu) ./ sigma;
% ============================================================

end

ex1_multi.m

%% 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);


% plot3(data(:,1), data(:,2), data(:,3), 'rx', 'MarkerSize', 10);

% 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);

% surf(X, y);

% Add intercept term to X
X = [ones(m, 1) X];

二、代价函数和梯度下降法

computerCostMulti.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.

% predicitions = X * theta;
% sqrErrors = (predicitions - y).^2;
% J = 1 / (2 * m) * sum(sqrErrors);

J = 1 / (2 * m) * (X*theta - y)' * (X*theta - y)


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

end

gradientDescentMulti.m

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))

%    S = (1 / m) * (X' * (X * theta - y));
%     theta = theta - alpha .* S;

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

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

end

end

ex1_multi.m

%% ================ 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');

% 从1.162开始，以0.002为间隔作为alpha值
num = (1.2 - 1.0) / 0.02 + 1;
J_examples = zeros(50, round(num));

% 记录不同alpha时得到的theta，因此次所选取的迭代次数最后都逐渐收敛故最终得到的theta都相同
%theta_examples = zeros(3, round(num));    
index = 1;

for i = 1.0 : 0.02 :1.2
    % Choose some alpha value
    alpha = i;
    num_iters = 50;
    theta = zeros(3, 1); % initialize fitting parameters


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

    % Init Theta and Run Gradient Descent 

    [theta, J_history] = gradientDescentMulti(X, y, theta, alpha, num_iters);
    
    J_examples(:,index) = J_history;
    %theta_examples(:,index) = theta;
    index = index + 1;
end


% 画出各个alpha取值时得到的代价函数图像
% Plot the convergence graph
figure;
for i = 1 : num
    plot(1:numel(J_history), J_examples(:,i));
    xlabel('Number of iterations');
    ylabel('Cost J');
    hold on;
end

% 画出与pdf中最相似的代价函数图像
figure;
plot(1:numel(J_history), J_examples(:,9));
xlabel('Number of iterations');
ylabel('Cost J');


% alpha = 1.2;
% 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

% 用原先样本中的sigma和theta进行归一化
XTest = [1650, 3];
XTest = (XTest - mu) ./ sigma;
price = [1, XTest] * theta
% ============================================================

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;

不同alpha得到的代价曲线

alpha=1.16得到的代价曲线

三、正规方程

normalEqn.m

function [theta] = normalEqn(X, y)
%NORMALEQN Computes the closed-form solution to linear regression 
%   NORMALEQN(X,y) computes the closed-form solution to linear 
%   regression using the normal equations.

theta = zeros(size(X, 2), 1);

% ====================== YOUR CODE HERE ======================
% Instructions: Complete the code to compute the closed form solution
%               to linear regression and put the result in theta.
%

% ---------------------- Sample Solution ----------------------


theta = (X'*X)^(-1)*X'*y
% 求逆时可用inv(X)或者X^(-1)

% -------------------------------------------------------------


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

end

ex1_multi.m

%% ================ 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
price_2 = [1, 1650, 3] * theta;



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

fprintf(['Predicted price of a 1650 sq-ft, 3 br house ' ...
         '(using normal equations):\n $%f\n'], price_2);

两种方法得到的预测结果对比

Predicted price of a 1650 sq-ft, 3 br house (using gradient descent):
 $293084.998750
 
Predicted price of a 1650 sq-ft, 3 br house (using normal equations):
 $293081.464335

全部作业代码

MLExercise_Ng