Coursera machine learning week 6 excise

首先是求线性回归的代价函数(包括正则化的线性回归):

ta = [0;theta(2:end)];

J = ((X*theta)-y)'*((X*theta)-y)/(2*m) + lambda/(2*m)*(ta'*ta);

grad = (((X*theta)-y)'*X)'/m+lambda/m*ta;

求学习曲线(注意此时λ为0)：

for i = 1:m
    [theta] = trainLinearReg([ones(i,1) X(1:i,:)],y(1:i,:), lambda);
    theta = theta(:);
    [error_train(i),grad] = linearRegCostFunction([ones(i,1) X(1:i,:)],y(1:i,:),theta,0);
    [error_val(i),grad] = linearRegCostFunction([ones(size(Xval,1),1) Xval],yval,theta,0);
end

其中linearRegCostFunction是上面求代价函数。

求多项式：

m = numel(X);
for i = 1:m
    for j = 1:p
        X_poly(i,j) = X(i).^j;
    end
end

验证λ与误差(注意此时λ为0)

m = numel(lambda_vec);
for i=1:m
    [theta] = trainLinearReg([ones(size(X,1),1) X],y, lambda_vec(i));
    [error_train(i),grad] = linearRegCostFunction([ones(size(X,1),1) X],y,theta,0);
    [error_val(i),grad] = linearRegCostFunction([ones(size(Xval,1),1) Xval],yval,theta,0);
end