吴恩达机器学习第一周

最新推荐文章于 2020-04-22 22:38:12 发布

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最新推荐文章于 2020-04-22 22:38:12 发布

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本文链接：https://blog.csdn.net/qq_42315415/article/details/90807139

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Hypothesis:

$h_\theta(x)=\theta_0+\theta_1x$

Parameters:

$\theta_0,\theta_1$

Cost Function:

$J(\theta_0,\theta_1)=\frac{1}{2m}\sum_{i=1}^m(h_\theta(x^{(i)})-y^{(i)})^2$

Goal:

$\mathop{minimize}\limits_{\theta_0,\theta_1}J(\theta_0,\theta_1)$

Gradient Descent:

repeat until convergence{

$\theta_j:=\theta_j-\alpha \frac{\partial}{\partial\theta_j}J(\theta_0,\theta_1) \qquad (for \ j=0 \ and \ j=1)$

}

梯度下降的线性回归：

$\begin{aligned} \frac{\partial}{\partial\theta_0}J(\theta_0,\theta_1) &=\frac{\partial}{\partial\theta_0}\frac{1}{2m}\sum_{i=1}^{m}(h_\theta(x^{(i)})-y^{(i)})^2 \\ &=\frac{\partial}{\partial\theta_0}\frac{1}{2m}\sum_{i=1}^{m}(\theta_0+\theta_1x^{(i)}-y^{(i)})^2 \\ &=\frac{1}{2m}\sum_{i=1}^{m}\frac{\partial}{\partial\theta_0}(\theta_0+\theta_1x^{(i)}-y^{(i)})^2 \\ &=\frac{1}{2m}\sum_{i=1}^{m}2(\theta_0+\theta_1x^{(i)}-y^{(i)})\cdot 1 \\ &=\frac{1}{m}\sum_{i=1}^{m}(h_\theta x^{(i)}-y^{(i)}) \end{aligned}$

$\begin{aligned} \frac{\partial}{\partial\theta_1}J(\theta_0,\theta_1) &=\frac{\partial}{\partial\theta_1}\frac{1}{2m}\sum_{i=1}^{m}(h_\theta(x^{(i)})-y^{(i)})^2 \\ &=\frac{\partial}{\partial\theta_1}\frac{1}{2m}\sum_{i=1}^{m}(\theta_0+\theta_1x^{(i)}-y^{(i)})^2 \\ &=\frac{1}{2m}\sum_{i=1}^{m}\frac{\partial}{\partial\theta_1}(\theta_0+\theta_1x^{(i)}-y^{(i)})^2 \\ &=\frac{1}{2m}\sum_{i=1}^{m}2(\theta_0+\theta_1x^{(i)}-y^{(i)})\cdot x^{(i)} \\ &=\frac{1}{m}\sum_{i=1}^{m}(h_\theta x^{(i)}-y^{(i)})\cdot x^{(i)} \end{aligned}$