线性回归代码matlab,线性回归代码matlab

看了很多的线性回归代码，感觉都没有写出算法的核心来，因此重新写了线性回归代码。下面的代码中缺少迭代退出机制，也就是 abs(ypredict - yobserver) < eps, 如果满足这个条件，就是求出了最优的theta值，就不需要继续迭代了。

还有问题，就是如何理解等高线的梯度下降？这个欢迎大家讨论。

代码见下：

% Exercise 2 Linear Regression

% Data is roughly based on 2000 CDC growth figures

% for boys

%

% x refers to a boy's age

% y is a boy's height in meters

%

clear all; close all; clc

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

m = length(y); % number of training examples

% Plot the training data

figure; % open a new figure window

plot(x, y, 'o');

ylabel('Height in meters')

xlabel('Age in years')

% Gradient descent

x = [ones(m, 1) x]; % Add a column of ones to x

theta = zeros(size(x(1,:)))'; % initialize fitting parameters

MAX_ITR = 1500;

alpha = 0.07;

for num_iterations = 1:MAX_ITR

%     This is a vectorized version of the

%     gradient descent update formula

%     It's also fine to use the summation formula from the videos

%Here is the gradient

%    grad = (1/m).* x' * ((x * theta) - y);

%

%    % Here is the actual update

%    theta = theta - alpha .* grad;

%theta

% Sequential update: The wrong way to do gradient descent

grad1 = (1/m).* x(:,1)' * ((x * theta) - y);

%      theta(1) = theta(1) + alpha*grad1;

grad2 = (1/m).* x(:,2)' * ((x * theta) - y);

%      theta(2) = theta(2) + alpha*grad2;

grad=[grad1,grad2]';

theta = theta - alpha .* grad;

end

% print theta to screen

theta

% 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

% Closed form solution for reference

% You will learn about this method in future videos

exact_theta = (x' * x)\x' * y

% Predict values for age 3.5 and 7

predict1 = [1, 3.5] *theta

predict2 = [1, 7] * theta

% Calculate J matrix

% Grid over which we will calculate J

theta0_vals = linspace(-3, 3, 100);

theta1_vals = linspace(-1, 1, 100);

% initialize J_vals to a matrix of 0's

J_vals = zeros(length(theta0_vals), length(theta1_vals));

for i = 1:length(theta0_vals)

for j = 1:length(theta1_vals)

t = [theta0_vals(i); theta1_vals(j)];

J_vals(i,j) = (0.5/m) .* (x * t - y)' * (x * t - y);

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, 2, 15))

xlabel('\theta_0'); ylabel('\theta_1');