ex3是逻辑回归的正则化相关的练习,文档里面多了一个fmincg的函数
[X, fX, i] = fmincg(f, X, options, P1, P2, P3, P4, P5)
%输入中的f是返回的代价函数及grad矢量
%输入中的X是初始化的theta
%输入的options是用于可选择的迭代数用options = optimset('GradObj', 'on', 'MaxIter', 要选择的迭代数);来指代
%输出中的X是对应的theta值,fx是返回的函数值,i是迭代数
%如果只输出一个输出值,则指输出对应theta值
lrCostFunction.m
function [J, grad] = lrCostFunction(theta, X, y, lambda)
%LRCOSTFUNCTION Compute cost and gradient for logistic regression with
%regularization
% J = LRCOSTFUNCTION(theta, X, y, lambda) computes the cost of using
% theta as the parameter for regularized logistic regression and the
% gradient of the cost w.r.t. to the parameters.
% Initialize some useful values
m = length(y); % number of training examples
% You need to return the following variables correctly
J = 0;
grad = zeros(size(theta));
% ====================== YOUR CODE HERE ======================
% Instructions: Compute the cost of a particular choice of theta.
% You should set J to the cost.
% Compute the partial derivatives and set grad to the partial
% derivatives of the cost w.r.t. each parameter in theta
%
% Hint: The computation of the cost function and gradients can be
% efficiently vectorized. For example, consider the computation
%
% sigmoid(X * theta)
%
% Each row of the resulting matrix will contain the value of the
% prediction for that example. You can make use of this to vectorize
% the cost function and gradient computations.
%
% Hint: When computing the gradient of the regularized cost function,
% there're many possible vectorized solutions, but one solution
% looks like:
% grad = (unregularized gradient for logistic regression)
% temp = theta;
% temp(1) = 0; % because we don't add anything for j = 0
% grad = grad + YOUR_CODE_HERE (using the temp variable)
%
h=sigmoid(X * theta);
J=-(y'*log(h)+(1-y)'*log(1-h))/m+lambda