第2周编程作业-Coursera机器学习-吴恩达

提交作业

cd 'yourpath' % 使用octave命令行,进入到你的文件所在的目录
submit() % 接下来输入你的coursera上的邮箱和token文件,文件自动提交判断,稍微等一下有结果。如果没有结果,更换token,再次提交。
第2周编程作业-Coursera机器学习-吴恩达_第1张图片
第二次作业提交结果

必做作业:Linear regression with one variable

仔细阅读ex1.m,里面按照步骤依次填写代码。注意:ex1.m中的文件不要你修改,是每部分中的函数文件要你修改。

ex1.m 中Part 1: Basic Function

% 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;

warmUpExercise.m 应该修改代码为:

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

ex1.m 中Part 2: Plotting

%% ======================= 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;

plotData.m文件修改为:

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);
xlabel('Population of City in 10,000s');
ylabel('Profit in $10,000s');
% ============================================================
end

ex1.m 中Part 3: Cost and Gradient descent

%% =================== Part 3: Cost and Gradient descent ===================
% Add a column of ones to x:这里X增加了一列,第一列全是1,X变为 m x (n+1)。这样X可以和 theta对应相乘,因为theta是下标从0到n。
X = [ones(m, 1), data(:,1)]; 
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;

1.Computing the cost

课程中公式是这样:

第2周编程作业-Coursera机器学习-吴恩达_第2张图片
计算代价函数

(1)首先计算
公式中小写x代表一个样本,而我们给出的数据是X,X是m行小写x组成,所以我们要考虑用矩阵来做。我们这样做:。

  • X是一个m x (n+1)的矩阵,并且第一列全是1.
  • theta 是一个 (n+1) x 1的列向量
  • X * theta可以得到 m x 1的向量,每一行都是一个小写x样本与 对应乘积。

(2)计算
是所有样本的的平方之和,这里就有一个求和。

综合2步,computeCost.m 代码如下:

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.

h = X * theta;
J = 1/(2*m) * sum( (h - y).^2 );
% =========================================================================
end

2.Gradient descent:使用梯度更新算法

梯度下降算法:

梯度下降算法

这里的 是其中第 j 行。根据上文介绍的计算 方法。

  1. 可以用 求解,得到 m x 1的向量,每行的值就是。
  2. 最后得到theta是一个 (n+1) x 1向量

gradientDescent.m 代码入下:

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);

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 = 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 中Part 4: Visualizing J(theta_0, theta_1)

这部分没有相应的函数文件,所以不需要修改。

%% ============= 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);

选做作业:Linear regression with multiple variables

还是应该先看ex1_multi.m ,按照步骤写代码。

ex1_multi.m中Part 1: Feature Normalization

%% ================ 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];

特征缩放的步骤:

  • 一列对应一个特征,这一列的每行数据减去这一列的平均值。每一列执行此步骤。
  • 在减去平均值之后,得到的商除以这一列的(原来的该列数据)标准差。注意:课程中除以的是(最大值-最小值)。

featureNormalize.m 代码如下:

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.
%       
[m n] = size(X);
for i=1:n
    mu(:,i) = mean(X_norm(:,i)); % 特别容易犯错:取某一列用(:, i)
    sigma(:,i) = std(X_norm(:,i));
    X_norm(:,i) = (X_norm(:,i) - mu(:,i)) ./ sigma(:,i);
end
% ============================================================

end

ex1_multi.m中Part 2: Gradient Descent

%% ================ 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 = 0.01; % 0.01
num_iters = 400;

% 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

多元线性回归代价函数:


第2周编程作业-Coursera机器学习-吴恩达_第3张图片
多元线性回归代价函数

computeCostMulti.m 代码:

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 = 1/(2*m) * ( X * theta - y)' * (X * theta - y);
% =========================================================================

end

多元线性回归的梯度更新跟单变量的线性回归类似,gradientDescentMulti.m 如下:

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.
    %
    % X 已经添加了第一列全是1
    theta = theta - alpha/m * X' * (X * theta - y);
    
    % ============================================================
    % Save the cost J in every iteration    
    J_history(iter) = computeCostMulti(X, y, theta);

end
end

ex1_multi.m中在Part2部分之后,有一个预测房价

ex1_multi.m中在Part2部分之后预测房价,这里的特征数据需要特征缩放

% 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-mu(1))/sigma(1) (3-mu(1))/sigma(1)] * theta; % 假设函数h = X'* theta
% 正则化

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

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;

ex1_multi.m中Part 3: Normal Equations

正则化函数之后,也有一个预测,此时就不用把特征数据缩放

% ====================== 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; % 假设函数h = X'* theta

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

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

正则化公式:


第2周编程作业-Coursera机器学习-吴恩达_第4张图片
正则化公式

normalEqn.m 代码如下:

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

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