Coursera机器学习 week5（神经网络反向传播）编程作业

这周主要讲的是给定训练集下，为神经网络拟合参数的学习算法。
1、代价函数
由于在神经网络中可能会有多个输出结点，hΘ(x)k代表第k个输出的假设，所以神经网络的代价函数相当于是逻辑回归的代价函数的求和。

（没有正规化的公式，K表示输出结点的数量）
2、使用梯度下降求代价函数最小值，计算梯度就要求偏导，而BP反向传播法是一种有效的求偏导的方法。
（1）前向传播：

2、从后向前计算误差：

接下来看编程作业，由于我们只需要填写一些函数的空白的地方，所以为了弄懂整个流程，最好在命令窗口一行一行的敲ex4.m文件中的代码。
一、nnCostFunction.m:这个文件中要实现几个部分：
（1）前向传播，计算未正规化的代价函数J(θ);

    a1 = X(i,:);                   %a1为X的行向量
    a1 = a1';                      %a1为列向量
    % layer 2
    z2 = Theta1 * a1;              %theta1为25*401，a1为401*1， z2为25*1
    a2 = sigmoid(z2);              % a2为25*1列向量
    a2 = [1; a2];                  % 增加偏置单元1，a2为26*1
    % layer 3
    z3 = Theta2 * a2;              
    a3 = sigmoid(z3);              % a3为输出，是一个列向量

    p = zeros(num_labels, 1);      % p是10*1
    p(y(i)) = 1;
    J = J + sum((-p).*log(a3) - (1-p).*log(1-a3));

（2）后向传播，计算更新后的参数

delta3 = a3 - p;                                            % delta3为10*1
    delta2 = Theta2(:,2:end)' * delta3 .* sigmoidGradient(z2);  % delta2为25*1
    Theta1_grad = Theta1_grad + delta2 * a1';
    Theta2_grad = Theta2_grad + delta3 * a2';

然后求正规化的代价函数和后向传播，完整代码如下：

function [J grad] = nnCostFunction(nn_params, ...
                                   input_layer_size, ...
                                   hidden_layer_size, ...
                                   num_labels, ...
                                   X, y, lambda)
%NNCOSTFUNCTION Implements the neural network cost function for a two layer
%neural network which performs classification
%   [J grad] = NNCOSTFUNCTON(nn_params, hidden_layer_size, num_labels, ...
%   X, y, lambda) computes the cost and gradient of the neural network. The
%   parameters for the neural network are "unrolled" into the vector
%   nn_params and need to be converted back into the weight matrices. 
% 
%   The returned parameter grad should be a "unrolled" vector of the
%   partial derivatives of the neural network.
%

% Reshape nn_params back into the parameters Theta1 and Theta2, the weight matrices
% for our 2 layer neural network
Theta1 = reshape(nn_params(1:hidden_layer_size * (input_layer_size + 1)), ...
                 hidden_layer_size, (input_layer_size + 1));

Theta2 = reshape(nn_params((1 + (hidden_layer_size * (input_layer_size + 1))):end), ...
                 num_labels, (hidden_layer_size + 1));

% Setup some useful variables
m = size(X, 1);

% You need to return the following variables correctly 
J = 0;
Theta1_grad = zeros(size(Theta1));
Theta2_grad = zeros(size(Theta2));

% ====================== YOUR CODE HERE ======================
% Instructions: You should complete the code by working through the
%               following parts.
%
% Part 1: Feedforward the neural network and return the cost in the
%         variable J. After implementing Part 1, you can verify that your
%         cost function computation is correct by verifying the cost
%         computed in ex4.m
%
% Part 2: Implement the backpropagation algorithm to compute the gradients
%         Theta1_grad and Theta2_grad. You should return the partial derivatives of
%         the cost function with respect to Theta1 and Theta2 in Theta1_grad and
%         Theta2_grad, respectively. After implementing Part 2, you can check
%         that your implementation is correct by running checkNNGradients
%
%         Note: The vector y passed into the function is a vector of labels
%               containing values from 1..K. You need to map this vector into a 
%               binary vector of 1's and 0's to be used with the neural network
%               cost function.
%
%         Hint: We recommend implementing backpropagation using a for-loop
%               over the training examples if you are implementing it for the 
%               first time.
%
% Part 3: Implement regularization with the cost function and gradients.
%
%         Hint: You can implement this around the code for
%               backpropagation. That is, you can compute the gradients for
%               the regularization separately and then add them to Theta1_grad
%               and Theta2_grad from Part 2.
%

% Part1 前向传播，计算代价函数
X = [ones(m,1) X];                 % 增加偏置单元1
for i = 1:m
    a1 = X(i,:);                   %a1为X的行向量
    a1 = a1';                      %a1为列向量
    % layer 2
    z2 = Theta1 * a1;              %theta1为25*401，a1为401*1， z2为25*1
    a2 = sigmoid(z2);              % a2为25*1列向量
    a2 = [1; a2];                  % 增加偏置单元1，a2为26*1
    % layer 3
    z3 = Theta2 * a2;              
    a3 = sigmoid(z3);              % a3为输出，是一个列向量

    p = zeros(num_labels, 1);      % p是10*1
    p(y(i)) = 1;
    J = J + sum((-p).*log(a3) - (1-p).*log(1-a3));

    % backpropagation;
    delta3 = a3 - p;                                            % delta3为10*1
    delta2 = Theta2(:,2:end)' * delta3 .* sigmoidGradient(z2);  % delta2为25*1
    Theta1_grad = Theta1_grad + delta2 * a1';
    Theta2_grad = Theta2_grad + delta3 * a2';
end
J = J / m;
Theta1_grad = Theta1_grad / m;
Theta2_grad = Theta2_grad / m;

% 2.正规化，不考虑偏置单元
temp1 = Theta1(:,2:size(Theta1,2)).^2; 
temp2 = Theta2(:,2:size(Theta2,2)).^2;
reg = lambda / (2*m) * (sum(temp1(:)) + sum(temp2(:)));
J = J + reg; 
% 3.反向传播正规化
Theta1(:,1) = 0;
Theta2(:,1) = 0;
Theta1_grad = Theta1_grad + lambda / m * Theta1;
Theta2_grad = Theta2_grad + lambda / m * Theta2;

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

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

% Unroll gradients
grad = [Theta1_grad(:) ; Theta2_grad(:)];


end

二、randInitializeWeights.m：随机初始化神经网络的权重

function W = randInitializeWeights(L_in, L_out)
%RANDINITIALIZEWEIGHTS Randomly initialize the weights of a layer with L_in
%incoming connections and L_out outgoing connections
%   W = RANDINITIALIZEWEIGHTS(L_in, L_out) randomly initializes the weights 
%   of a layer with L_in incoming connections and L_out outgoing 
%   connections. 
%
%   Note that W should be set to a matrix of size(L_out, 1 + L_in) as
%   the first column of W handles the "bias" terms
%

% You need to return the following variables correctly 
W = zeros(L_out, 1 + L_in);

% ====================== YOUR CODE HERE ======================
% Instructions: Initialize W randomly so that we break the symmetry while
%               training the neural network.
%
% Note: The first column of W corresponds to the parameters for the bias unit
%
epsilon_init = 0.12;
W = rand(L_out, 1 + L_in) * 2 * epsilon_init - epsilon_init;
% =========================================================================

end