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。
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:
(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:
这里的 是其中第 j 行。根据上文介绍的计算 方法。
- 可以用 求解,得到 m x 1的向量,每行的值就是。
- 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:
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:
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