1 Anomaly detection
estimateGaussian.m
这个函数主要让我们实现µ和σ的计算
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 = reshape(mean(X),n,1);
for i=1:n
X(:,i)-=mu(i);
endfor
sigma2 = reshape(mean(X.^2),n,1);
% =============================================================
end
selectThreshold.m
这个函数主要让我们实现选择最合适的ε,通过将交叉验证集的 p v a l pval pval算出来,跟ε进行比较,来进行预测是否异常,将预测的数据与正确数据进行比较,求出F1-score,通过选择最高的F1-score来选择ε。
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
dect = pval<epsilon;
tp=fp=fn=0;
tp = sum(dect==1&yval==1);
fp = sum(dect==1&yval==0);
fn = sum(dect==0&yval==1);
prec = tp/(tp+fp);
rec = tp/(tp+fn);
F1 = 2*prec*rec/(prec+rec);
% =============================================================
if F1 > bestF1
bestF1 = F1;
bestEpsilon = epsilon;
end
end
end
2 Recommender Systems
cofiCostFunc.m
这个方法主要让我们实现代价函数和梯度的计算,还需要正则化。
可以通过匹配维数来进行debug
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
%
th = X*Theta'-Y;
J = 0.5*sum(sum(R.*(th.^2)))+0.5*lambda*(sum(sum(Theta.^2))+sum(sum(X.^2)));
X_grad = R.*th*Theta+lambda*X;
Theta_grad= (R.*th)'*X+lambda*Theta;
% =============================================================
grad = [X_grad(:); Theta_grad(:)];
end
以上就是这次作业需要实现的部分