Coursera-ML-AndrewNg-ex1

最新推荐文章于 2024-07-20 15:15:48 发布

503 Rapper

最新推荐文章于 2024-07-20 15:15:48 发布

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分类专栏：机器学习文章标签：机器学习 matlab

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Programming Exercise 1: Linear Regression

在本次练习中,你将实现线性回归并了解它的工作原理。目标是要运行脚本ex1.m和ex1_multi，为此你需要修改其他文件的函数

1 Simple MATLAB function

在程序中填空来实现返回一个5X5的单位矩阵

这只是一个热身程序

warmUpExercise.m

function A = warmUpExercise()
%WARMUPEXERCISE Example function in octave
%   A = WARMUPEXERCISE() is an example function that returns the 5x5 identity matrix

A = [];
% ============= YOUR CODE HERE ==============
% Instructions: Return the 5x5 identity matrix 
%               In octave, we return values by defining which variables
%               represent the return values (at the top of the file)
%               and then set them accordingly. 

A=eye(5);

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

end

2 Linear regression with one variable

在本练习的这一部分中，使用单个变量实现线性回归，以预测食品车的利润。

文件ex1data1.txt包含用于线性回归问题的数据集。第一列是一个城市的人口，第二列是那个城市一辆食品车的利润。

2.1 Plotting the Data

在开始预测前，使用可视化可以方便地了解数据。由于本次数据只有两个属性，所以我们可以使用散点图来绘制，若遇到多维属性则不能使用2-D图形

在ex1.m中，数据已经加载到变量X和y上了

data = load('ex1data1.txt');       % read comma separated data
X = data(:, 1); y = data(:, 2);
m = length(y);                     % number of training examples

plotData.m

function plotData(x, y)
%PLOTDATA Plots the data points x and y into a new figure 
%   PLOTDATA(x,y) plots the data points and gives the figure axes labels of
%   population and profit.

figure; % open a new figure window

% ====================== YOUR CODE HERE ======================
% Instructions: Plot the training data into a figure using the 
%               "figure" and "plot" commands. Set the axes labels using
%               the "xlabel" and "ylabel" commands. Assume the 
%               population and revenue data have been passed in
%               as the x and y arguments of this function.
%
% Hint: You can use the 'rx' option with plot to have the markers
%       appear as red crosses. Furthermore, you can make the
%       markers larger by using plot(..., 'rx', 'MarkerSize', 10);

plot(x, y, 'rx', 'MarkerSize', 10); % Plot the data
ylabel('Profit in $10,000s'); % Set the y?axis label
xlabel('Population of City in 10,000s'); % Set the x?axis label

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

end

在这里插入图片描述

2.2 Gradient Descent

在这一部分中，你将使用梯度下降将线性回归参数 $θ$ 拟合到我们的数据集。

2.2.1 Update Equations

线性回归的目的是使代价函数最小化
$J(\theta)=\frac{1}{2m}{{\sum\limits_{i=1}^{m}{\left( {{h}_{\theta }}({{x}^{(i)}})-{{y}^{(i)}} \right)}}^{2}}$
其中假设 $h_θ(x)$ 由线性模型给出
$h_{\theta}(x)=\theta^{T}x=\theta_{0}+\theta_{1}x_{1}$
在批处理梯度下降中，每次迭代执行以下更新
${\theta_{j}}:={\theta_{j}}-a\frac{1}{m}\sum\limits_{i=1}^{m}{\left( \left({{h}_{\theta }}({{x}_{j}^{(i)}})-{{y}^{(i)}} \right)\cdot {{x}_{j}^{(i)}} \right)}$

注意:我们在MATLAB中将每个示例存储为X矩阵中的一行。为了考虑截距项( $θ_{0}$ )，我们将第一列添加到 $X$ ，并将其设置为所有1。这使得我们可以简单地把 $θ_{0}$ 当作另一个“特征”。

2.2.2 Implementation

X = [ones(m, 1), data(:,1)]; % Add a column of ones to x
theta = zeros(2, 1);         % initialize fitting parameters

iterations = 1500;
alpha = 0.01;

2.2.3 Computing the Cost $J (θ)$

computeCost.m

function J = computeCost(X, y, theta)
%COMPUTECOST Compute cost for linear regression
%   J = COMPUTECOST(X, y, theta) computes the cost of using theta as the
%   parameter for linear regression to fit the data points in X and y

% Initialize some useful values
m = length(y); % number of training examples

% You need to return the following variables correctly 
J = 0;

% ====================== YOUR CODE HERE ======================
% Instructions: Compute the cost of a particular choice of theta
%               You should set J to the cost.

J=sum((X*theta-y).^2)/(2*m);

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

end

代价值应该为32.07

2.2.4 Gradient descent

gradientDescent.m

function [theta, J_history] = gradientDescent(X, y, theta, alpha, num_iters)
%GRADIENTDESCENT Performs gradient descent to learn theta
%   theta = GRADIENTDESCENT(X, y, theta, alpha, num_iters) updates theta by 
%   taking num_iters gradient steps with learning rate alpha

% Initialize some useful values
m = length(y); % number of training examples
J_history = zeros(num_iters, 1);
theta_s=theta;
for iter = 1:num_iters

    % ====================== YOUR CODE HERE ======================
    % Instructions: Perform a single gradient step on the parameter vector
    %               theta. 
    %
    % Hint: While debugging, it can be useful to print out the values
    %       of the cost function (computeCost) and gradient here.
    %


    theta(1) = theta(1) - alpha / m * sum(X * theta_s - y);       
    theta(2) = theta(2) - alpha / m * sum((X * theta_s - y) .* X(:,2));     
    theta_s=theta; 
    %theta = theta - alpha/m*X'*(X*theta - y);


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

    % Save the cost J in every iteration    
    J_history(iter) = computeCost(X, y, theta);

end

end

ex1.m

%% Machine Learning Online Class - Exercise 1: Linear Regression

%  Instructions
%  ------------
%
%  This file contains code that helps you get started on the
%  linear exercise. You will need to complete the following functions
%  in this exericse:
%
%     warmUpExercise.m
%     plotData.m
%     gradientDescent.m
%     computeCost.m
%     gradientDescentMulti.m
%     computeCostMulti.m
%     featureNormalize.m
%     normalEqn.m
%
%  For this exercise, you will not need to change any code in this file,
%  or any other files other than those mentioned above.
%
% x refers to the population size in 10,000s
% y refers to the profit in $10,000s
%

%% Initialization
clear ; close all; clc

%% ==================== Part 1: Basic Function ====================
% Complete warmUpExercise.m
fprintf('Running warmUpExercise ... \n');
fprintf('5x5 Identity Matrix: \n');
warmUpExercise()

fprintf('Program paused. Press enter to continue.\n');
pause;


%% ======================= Part 2: Plotting =======================
fprintf('Plotting Data ...\n')
data = load('ex1data1.txt');
X = data(:, 1); y = data(:, 2);
m = length(y); % number of training examples

% Plot Data
% Note: You have to complete the code in plotData.m
plotData(X, y);

fprintf('Program paused. Press enter to continue.\n');
pause;

%% =================== Part 3: Cost and Gradient descent ===================

X = [ones(m, 1), data(:,1)]; % Add a column of ones to x
theta = zeros(2, 1); % initialize fitting parameters

% Some gradient descent settings
iterations = 1500;
alpha = 0.01;

fprintf('\nTesting the cost function ...\n')
% compute and display initial cost
J = computeCost(X, y, theta);
fprintf('With theta = [0 ; 0]\nCost computed = %f\n', J);
fprintf('Expected cost value (approx) 32.07\n');

% further testing of the cost function
J = computeCost(X, y, [-1 ; 2]);
fprintf('\nWith theta = [-1 ; 2]\nCost computed = %f\n', J);
fprintf('Expected cost value (approx) 54.24\n');

fprintf('Program paused. Press enter to continue.\n');
pause;

fprintf('\nRunning Gradient Descent ...\n')
% run gradient descent
theta = gradientDescent(X, y, theta, alpha, iterations);

% print theta to screen
fprintf('Theta found by gradient descent:\n');
fprintf('%f\n', theta);
fprintf('Expected theta values (approx)\n');
fprintf(' -3.6303\n  1.1664\n\n');

% 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

% Predict values for population sizes of 35,000 and 70,000
predict1 = [1, 3.5] *theta;
fprintf('For population = 35,000, we predict a profit of %f\n',...
    predict1*10000);
predict2 = [1, 7] * theta;
fprintf('For population = 70,000, we predict a profit of %f\n',...
    predict2*10000);

fprintf('Program paused. Press enter to continue.\n');
pause;

%% ============= Part 4: Visualizing J(theta_0, theta_1) =============
fprintf('Visualizing J(theta_0, theta_1) ...\n')

% Grid over which we will calculate J
theta0_vals = linspace(-10, 10, 100);
theta1_vals = linspace(-1, 4, 100);

% initialize J_vals to a matrix of 0's
J_vals = zeros(length(theta0_vals), length(theta1_vals));

% Fill out J_vals
for i = 1:length(theta0_vals)
    for j = 1:length(theta1_vals)
	  t = [theta0_vals(i); theta1_vals(j)];
	  J_vals(i,j) = computeCost(X, y, t);
    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, 3, 20))
xlabel('\theta_0'); ylabel('\theta_1');
hold on;
plot(theta(1), theta(2), 'rx', 'MarkerSize', 10, 'LineWidth', 2);

RESULTS

Running warmUpExercise ... 
5x5 Identity Matrix: 

ans =

     1     0     0     0     0
     0     1     0     0     0
     0     0     1     0     0
     0     0     0     1     0
     0     0     0     0     1

Program paused. Press enter to continue.
Plotting Data ...
Program paused. Press enter to continue.

Testing the cost function ...
With theta = [0 ; 0]
Cost computed = 32.072734
Expected cost value (approx) 32.07

With theta = [-1 ; 2]
Cost computed = 54.242455
Expected cost value (approx) 54.24
Program paused. Press enter to continue.

Running Gradient Descent ...
Theta found by gradient descent:
-3.630291
1.166362
Expected theta values (approx)
 -3.6303
  1.1664

For population = 35,000, we predict a profit of 4519.767868
For population = 70,000, we predict a profit of 45342.450129
Program paused. Press enter to continue.
Visualizing J(theta_0, theta_1) ...
>>

在这里插入图片描述

3 Linear regression with multiple variables

在这一部分中，您将实现多变量线性回归来预测房价。假设你要卖房子你想知道一个好的市场价格是多少。一种方法是首先收集最近出售的房屋的信息，然后制作一个房价模型。文件ex1data2.txt包含俄勒冈州波特兰市的房价训练集。第一栏是房子的面积(平方英尺)，第二栏是卧室数，第三栏是房子的价格。

3.1 Feature Normarlization

当特征之间存在数量级的差异时，进行特征缩放可以使梯度下降收敛得更快

从数据集中减去每个特征的平均值。
在减去平均值后，再用特征值除以各自的标准差将其缩放。

featureNormalize.m

function [X_norm, mu, sigma] = featureNormalize(X)
%FEATURENORMALIZE Normalizes the features in X 
%   FEATURENORMALIZE(X) returns a normalized version of X where
%   the mean value of each feature is 0 and the standard deviation
%   is 1. This is often a good preprocessing step to do when
%   working with learning algorithms.

% You need to set these values correctly
X_norm = X;
mu = zeros(1, size(X, 2));
sigma = zeros(1, size(X, 2));

% ====================== YOUR CODE HERE ======================
% Instructions: First, for each feature dimension, compute the mean
%               of the feature and subtract it from the dataset,
%               storing the mean value in mu. Next, compute the 
%               standard deviation of each feature and divide
%               each feature by it's standard deviation, storing
%               the standard deviation in sigma. 
%
%               Note that X is a matrix where each column is a 
%               feature and each row is an example. You need 
%               to perform the normalization separately for 
%               each feature. 
%
% Hint: You might find the 'mean' and 'std' functions useful.
%       

mu=mean(X);
sigma=std(X);

X_norm(:,1)=(X(:,1)-mu(:,1))/sigma(1);
X_norm(:,2)=(X(:,2)-mu(:,2))/sigma(2);
% X_norm  = (X - repmat(mu,size(X,1),1)) ./  repmat(sigma,size(X,1),1);

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

end

3.2 Gradient Desent

computeCostMulti.m

function J = computeCostMulti(X, y, theta)
%COMPUTECOSTMULTI Compute cost for linear regression with multiple variables
%   J = COMPUTECOSTMULTI(X, y, theta) computes the cost of using theta as the
%   parameter for linear regression to fit the data points in X and y

% Initialize some useful values
m = length(y); % number of training examples

% You need to return the following variables correctly 
J = 0;

% ====================== YOUR CODE HERE ======================
% Instructions: Compute the cost of a particular choice of theta
%               You should set J to the cost.

J=sum((X*theta-y).^2)/(2*m);

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

end

gradientDescentMulti.m

function [theta, J_history] = gradientDescentMulti(X, y, theta, alpha, num_iters)
%GRADIENTDESCENTMULTI Performs gradient descent to learn theta
%   theta = GRADIENTDESCENTMULTI(x, y, theta, alpha, num_iters) updates theta by
%   taking num_iters gradient steps with learning rate alpha

% Initialize some useful values
m = length(y); % number of training examples
J_history = zeros(num_iters, 1);

for iter = 1:num_iters

    % ====================== YOUR CODE HERE ======================
    % Instructions: Perform a single gradient step on the parameter vector
    %               theta. 
    %
    % Hint: While debugging, it can be useful to print out the values
    %       of the cost function (computeCostMulti) and gradient here.
    %

    theta = theta - alpha / m * X' * (X * theta - y);


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

    % Save the cost J in every iteration    
    J_history(iter) = computeCostMulti(X, y, theta);

end

end

3.3 Normal Equations

$\theta=(X^{T}X)^{-1}X^{T}\vec y$

normalEqn.m

function [theta] = normalEqn(X, y)
%NORMALEQN Computes the closed-form solution to linear regression 
%   NORMALEQN(X,y) computes the closed-form solution to linear 
%   regression using the normal equations.

theta = zeros(size(X, 2), 1);

% ====================== YOUR CODE HERE ======================
% Instructions: Complete the code to compute the closed form solution
%               to linear regression and put the result in theta.
%

% ---------------------- Sample Solution ----------------------

theta=pinv(X'*X)*X'*y;


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


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

end

ex1_multi.m

%% Machine Learning Online Class
%  Exercise 1: Linear regression with multiple variables
%
%  Instructions
%  ------------
% 
%  This file contains code that helps you get started on the
%  linear regression exercise. 
%
%  You will need to complete the following functions in this 
%  exericse:
%
%     warmUpExercise.m
%     plotData.m
%     gradientDescent.m
%     computeCost.m
%     gradientDescentMulti.m
%     computeCostMulti.m
%     featureNormalize.m
%     normalEqn.m
%
%  For this part of the exercise, you will need to change some
%  parts of the code below for various experiments (e.g., changing
%  learning rates).
%

%% Initialization

%% ================ Part 1: Feature Normalization ================

%% Clear and Close Figures
clear ; close all; clc

fprintf('Loading data ...\n');

%% Load Data
data = load('ex1data2.txt');
X = data(:, 1:2);
y = data(:, 3);
m = length(y);

% Print out some data points
fprintf('First 10 examples from the dataset: \n');
fprintf(' x = [%.0f %.0f], y = %.0f \n', [X(1:10,:) y(1:10,:)]');

fprintf('Program paused. Press enter to continue.\n');
pause;

% Scale features and set them to zero mean
fprintf('Normalizing Features ...\n');

[X mu sigma] = featureNormalize(X);

% Add intercept term to X
X = [ones(m, 1) X];


%% ================ Part 2: Gradient Descent ================

% ====================== YOUR CODE HERE ======================
% Instructions: We have provided you with the following starter
%               code that runs gradient descent with a particular
%               learning rate (alpha). 
%
%               Your task is to first make sure that your functions - 
%               computeCost and gradientDescent already work with 
%               this starter code and support multiple variables.
%
%               After that, try running gradient descent with 
%               different values of alpha and see which one gives
%               you the best result.
%
%               Finally, you should complete the code at the end
%               to predict the price of a 1650 sq-ft, 3 br house.
%
% Hint: By using the 'hold on' command, you can plot multiple
%       graphs on the same figure.
%
% Hint: At prediction, make sure you do the same feature normalization.
%

fprintf('Running gradient descent ...\n');

% Choose some alpha value
alpha = 0.1;
num_iters = 800;

% Init Theta and Run Gradient Descent 
theta = zeros(3, 1);
[theta, J_history] = gradientDescentMulti(X, y, theta, alpha, num_iters);

% Plot the convergence graph
figure;
plot(1:numel(J_history), J_history, '-b', 'LineWidth', 2);
xlabel('Number of iterations');
ylabel('Cost J');

% Display gradient descent's result
fprintf('Theta computed from gradient descent: \n');
fprintf(' %f \n', theta);
fprintf('\n');

% Estimate the price of a 1650 sq-ft, 3 br house
% ====================== YOUR CODE HERE ======================
% Recall that the first column of X is all-ones. Thus, it does
% not need to be normalized.
%price = 0; % You should change this

price = [1 (([1650 3]-mu) ./ sigma)] * theta ;

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

fprintf(['Predicted price of a 1650 sq-ft, 3 br house ' ...
         '(using gradient descent):\n $%f\n'], price);

fprintf('Program paused. Press enter to continue.\n');
pause;

%% ================ Part 3: Normal Equations ================

fprintf('Solving with normal equations...\n');

% ====================== YOUR CODE HERE ======================
% Instructions: The following code computes the closed form 
%               solution for linear regression using the normal
%               equations. You should complete the code in 
%               normalEqn.m
%
%               After doing so, you should complete this code 
%               to predict the price of a 1650 sq-ft, 3 br house.
%

%% Load Data
data = csvread('ex1data2.txt');
X = data(:, 1:2);
y = data(:, 3);
m = length(y);

% Add intercept term to X
X = [ones(m, 1) X];

% Calculate the parameters from the normal equation
theta = normalEqn(X, y);

% Display normal equation's result
fprintf('Theta computed from the normal equations: \n');
fprintf(' %f \n', theta);
fprintf('\n');


% Estimate the price of a 1650 sq-ft, 3 br house
% ====================== YOUR CODE HERE ======================
%price = 0; % You should change this
price=[1 1650 3]*theta;


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

fprintf(['Predicted price of a 1650 sq-ft, 3 br house ' ...
         '(using normal equations):\n $%f\n'], price);

Loading data ...
First 10 examples from the dataset: 
 x = [2104 3], y = 399900 
 x = [1600 3], y = 329900 
 x = [2400 3], y = 369000 
 x = [1416 2], y = 232000 
 x = [3000 4], y = 539900 
 x = [1985 4], y = 299900 
 x = [1534 3], y = 314900 
 x = [1427 3], y = 198999 
 x = [1380 3], y = 212000 
 x = [1494 3], y = 242500 
Program paused. Press enter to continue.
Normalizing Features ...
Running gradient descent ...
Theta computed from gradient descent: 
 340412.659574 
 110631.050279 
 -6649.474271 

Predicted price of a 1650 sq-ft, 3 br house (using gradient descent):
 $293081.464335
Program paused. Press enter to continue.
Solving with normal equations...
Theta computed from the normal equations: 
 89597.909544 
 139.210674 
 -8738.019113 

Predicted price of a 1650 sq-ft, 3 br house (using normal equations):
 $293081.464335
>>

在这里插入图片描述

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Coursera-ML-AndrewNg-ex1

Programming Exercise 1: Linear Regression在本次练习中,你将实现线性回归并了解它的工作原理。目标是要运行脚本ex1.m和ex1_multi，为此你需要修改其他文件的函数1 Simple MATLAB function在程序中填空来实现返回一个5X5的单位矩阵这只是一个热身程序warmUpExercise.mfunction A = warmUpExercise()%WARMUPEXERCISE Example function in octave%
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