Linear Regression Exercise

最新推荐文章于 2024-09-11 23:56:24 发布

Try_You_Can

最新推荐文章于 2024-09-11 23:56:24 发布

阅读量477

点赞数

分类专栏： Machine Learning 文章标签： machine learning linear regression matlab

本文链接：https://blog.csdn.net/u010457543/article/details/48025035

版权

Machine Learning 专栏收录该内容

6 篇文章 0 订阅

订阅专栏

线性回归，是利用一个或多个自变量和因变量的关系，进行的最小平方和函数的建模。

本文是最简单的二元线性回归问题的解决。理论文档参考：http://openclassroom.stanford.edu/MainFolder/DocumentPage.php?course=MachineLearning&doc=exercises/ex2/ex2.html。训练数据分为两类：小孩身高和小孩年龄，样本大小为50。通过线性回归分析小孩身高和年龄的关系，并估计出年龄为3.5岁和7岁各自对应的身高。

% This file describes how linear regression works for two-dimensional

clc,clear,close all

x = load('ex2x.dat');
y = load('ex2y.dat');

% Add x0 = 1 intercept term to every example for term theta0
m = length(y);
x = [ones(m, 1), x];

theta = zeros(2, 1);
thetaTemp = zeros(2, 1);
alpha = 0.07;
iter = 1500;
theta0 = zeros(iter, 1);
theta1 = zeros(iter, 1);
J_value = zeros(iter, 1);
% Repeat
temp = 1;
while (temp <= iter)
    for i = 1 : m
        thetaTemp = thetaTemp - alpha / m * (theta' * x(i, :)' - y(i)) * x(i, :)';
    end
%     if (abs(thetaTemp (1) - theta(1)) < 0.0000001 && abs(thetaTemp (2) - theta(2)) < 0.0000001)
%         break;
%     end
    theta = thetaTemp;
    theta0(temp) = theta(1);
    theta1(temp) = theta(2);
    J_value(temp) = 1 / 2 / m * sum((theta' * x' - y').^2);

    temp = temp + 1;
end

% Plot the Trend line
% Mark the top ten points for direction judgement
figure, plot3(theta0, theta1, J_value, '-v');
for i = 1 : 10
    text(theta0(i), theta1(i), J_value(i) + 0.02, num2str(i));
end
xlabel('\theta_0'); ylabel('\theta_1'); zlabel('J-value')
title('Decrease Trend')
grid on;
axis square

% Plot the original dataset and trained data by using linear regression
y1 = x * theta;
figure; 
plot(x(:, 2), y, 'o', x(:, 2), y1 ,'-');
legend('Training data','Linear regression');
ylabel('Height in meters');
xlabel('Age in years');
title(['RMS = ' num2str(sqrt(sum((y1 - y).^2) / m))])

%%
J_vals = zeros(100, 100);   % initialize Jvals to 100x100 matrix of 0's
theta0_vals = linspace(-3, 3, 100);
theta1_vals = linspace(-1, 1, 100);
for i = 1:length(theta0_vals)
	  for j = 1:length(theta1_vals)
	  t = [theta0_vals(i); theta1_vals(j)];
	  J_vals(i,j) = 1 / 2 / m * sum((t' * x' - y').^2);
    end
end

% Plot the surface plot
% 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';
figure;
surf(theta0_vals, theta1_vals, J_vals)
xlabel('\theta_0'); ylabel('\theta_1')

figure;
% Plot the cost function with 15 contours spaced logarithmically
% between 0.01 and 100
contour(theta0_vals, theta1_vals, J_vals, logspace(-2, 2, 15))
xlabel('\theta_0'); ylabel('\theta_1')

实验结果：

theta =
0.7502
0.0639

参数与代价函数之间变换关系如图：标号表示迭代的次数（前十次）。