目录
第 1 部分 线性回归模型
1. 初始化和基本功能
2. 数据可视化
3. 梯度下降
4. 可视化 J
第 2 部分 logistic 回归模型
1. 初始化
2. 数据可视化
3. 计算代价和梯度
4. 通过fminunc函数进行优化
5. 预测
(1)开始运行程序,并进行初始化;
(2)完善函数warmUpExercise(),要求返回一个5 x 5的单位矩阵。
(1)查阅 matlab 工具箱中函数 load,熟悉其基本语法学会载入数据;
(2)所给代码已利用函数 load 将数据文件 ex1data1.txt 加载至 X 和 y 中;
(3)完善函数 plotData(X,y),并绘制出数据的散点图。
(1)查阅相关资料,理解梯度下降法的原理和步骤;
(2)完善函数 computeCost(X,y,theta),熟悉其基本语法;
(3)完善函数gradientDescent(X, y, theta, alpha, iterations),掌握其基本语法并 调用函数。
为了更好的理解代价函数 J(θ),根据前面所完成的代码,现将θ0至θ1之间的值进行 绘图。
warmUpExercise.m
function A = warmUpExercise()
%function [输出变量] = 函数名称(输入变量)
%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); % 返回单位矩阵,5*5
% ===========================================
end
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.
% ====================== 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);
%x=[1;2;3;4]
%y=[2;4;8;5]
figure; % open a new figure window
plot(x,y,'bx','MarkerSize', 10) % -实线 bx 蓝色 x标记 标记大小10
xlabel('Population of City in 10,000s')
ylabel('Profit in $ 10,000s')
% ============================================================
end
gradientDescent.m
function [theta, J_history] = gradientDescent(X, y, theta, alpha, num_iters)
%GRADIENTDESCENT Performs gradient descent to learn theta
% theta = GRADIENTDESENT(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 2*1
% X' 2*97
% X*theta-y 97*1
theta=theta-alpha*X'*(X*theta-y)/m;
% ============================================================
% Save the cost J in every iteration
J_history(iter) = computeCost(X, y, theta);
end
end
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.
% X 97*2
% theta 2*1
% y 97*1
J = sum((X * theta-y).^2) / (2*m);
% =========================================================================
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
%
% 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: Gradient descent ===================
fprintf('Running Gradient Descent ...\n')
X = [ones(m, 1), data(:,1)]; % Add a column of ones to x 添加一列1
theta = zeros(2, 1); % initialize fitting parameters
% Some gradient descent settings
iterations = 1500;
alpha = 0.01;
% compute and display initial cost
computeCost(X, y, theta)
% run gradient descent
theta = gradientDescent(X, y, theta, alpha, iterations);
% print theta to screen
fprintf('Theta found by gradient descent: ');
fprintf('%f %f \n', theta(1), theta(2));
% 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);
开始运行程序,并对函数进行初始化。
(1)查阅 matlab 图像处理工具箱中函数 load,熟悉其基本语法学会导入数据;
(2)所给代码已利用 load 将数据文件 ex2data1.txt 加载至 X 和 y 中,ex2data1.txt 中数据分别为两门课程的成绩与是否被录取;
(3)完善函数 plotData(X,y),并绘制出数据的散点图。
(1)查阅教材3.3,理解和掌握Sigmoid函数的构建,并完善代码中的函数sigmoid();
(2)理解和计算梯度和代价函数J,并完善函数costFunction();
(1)查阅matlab工具箱中函数optimset,了解函数各项输入与输出含义;
(2)查阅matlab工具箱中函数fminunc,熟悉其基本语法并理解函数的功能;
(3)利用函数fminunc找出logistic回归代价函数的最佳参数θ;
(4)理解函数plotDecisionBoundary(),并绘制出优化后的logistic回归模型。
(1)根据给定的一组数据(如一名学生分数:[1 45 85])通过优化所得的参数θ进行 预测;
(2)完善函数predict(),并对载入数据进行预测和计算预测的准确性。
sigmoid.m
function g = sigmoid(z)
%SIGMOID Compute sigmoid functoon
% J = SIGMOID(z) computes the sigmoid of z.
% You need to return the following variables correctly
g = zeros(size(z));
% ====================== YOUR CODE HERE ======================
% Instructions: Compute the sigmoid of each value of z (z can be a matrix,
% vector or scalar).
g = 1 ./ ( 1 + exp(-z) ) ;
% =============================================================
end
predict.m
function p = predict(theta, X)
%PREDICT Predict whether the label is 0 or 1 using learned logistic
%regression parameters theta
% p = PREDICT(theta, X) computes the predictions for X using a
% threshold at 0.5 (i.e., if sigmoid(theta'*x) >= 0.5, predict 1)
m = size(X, 1); % Number of training examples
% You need to return the following variables correctly
p = zeros(m, 1);
% ====================== YOUR CODE HERE ======================
% Instructions: Complete the following code to make predictions using
% your learned logistic regression parameters.
% You should set p to a vector of 0's and 1's
%
k = find(sigmoid( X * theta) >= 0.5 );
p(k)= 1;
d = find(sigmoid( X * theta) < 0.5 );
p(d)= 0;
% =========================================================================
end
plotDecisionBoundary.m
function plotDecisionBoundary(theta, X, y)
%PLOTDECISIONBOUNDARY Plots the data points X and y into a new figure with
%the decision boundary defined by theta
% PLOTDECISIONBOUNDARY(theta, X,y) plots the data points with + for the
% positive examples and o for the negative examples. X is assumed to be
% a either
% 1) Mx3 matrix, where the first column is an all-ones column for the
% intercept.
% 2) MxN, N>3 matrix, where the first column is all-ones
% Plot Data
plotData(X(:,2:3), y);
hold on
if size(X, 2) <= 3 %返回维度2的长度
% Only need 2 points to define a line, so choose two endpoints
plot_x = [min(X(:,2))-2, max(X(:,2))+2];
% Calculate the decision boundary line
plot_y = (-1./theta(3)).*(theta(2).*plot_x + theta(1));
% Plot, and adjust axes for better viewing
plot(plot_x, plot_y,'r')
% Legend, specific for the exercise
legend('Admitted', 'Not admitted', 'Decision Boundary')
axis([30, 100, 30, 100])
else
% Here is the grid range
u = linspace(-1, 1.5, 50);
v = linspace(-1, 1.5, 50);
z = zeros(length(u), length(v));
% Evaluate z = theta*x over the grid
for i = 1:length(u)
for j = 1:length(v)
z(i,j) = mapFeature(u(i), v(j))*theta;
end
end
z = z'; % important to transpose z before calling contour
% Plot z = 0
% Notice you need to specify the range [0, 0]
contour(u, v, z, [0, 0], 'LineWidth', 2)
end
hold off
end
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 with + for the positive examples
% and o for the negative examples. X is assumed to be a Mx2 matrix.
% Create New Figure
figure; hold on;
% ====================== YOUR CODE HERE ======================
% Instructions: Plot the positive and negative examples on a
% 2D plot, using the option 'k+' for the positive
% examples and 'ko' for the negative examples.
%
%k = find(X) 返回一个包含数组 X 中每个非零元素的线性索引的向量。
x1 = find(y == 1);
x2 = find(y == 0);
plot(X(x1,1),X(x1,2),'k+','LineWidth', 2, 'MarkerSize', 7);
plot(X(x2,1),X(x2,2),'ko','MarkerFaceColor', 'y','MarkerSize', 7);
% =========================================================================
hold off;
end
costFunction.m
function [J, grad] = costFunction(theta, X, y)
%COSTFUNCTION Compute cost and gradient for logistic regression
% J = COSTFUNCTION(theta, X, y) computes the cost of using theta as the
% parameter for 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
%
% Note: grad should have the same dimensions as theta
%
% y 10*1
% X 100*3
% theta 3*1
% X' 3*100
% X*theta 100*1
% grad 3*1
J= -1 * sum( y .* log( sigmoid(X*theta) ) + (1 - y ) .* log( (1 - sigmoid(X*theta)) ) ) / m ;
grad = ( X' * (sigmoid(X*theta) - y ) )/ m ;
% =============================================================
end
ex2.m
%% Machine Learning Online Class - Exercise 2: Logistic Regression
%
% Instructions
% ------------
%
% This file contains code that helps you get started on the logistic
% regression exercise. You will need to complete the following functions
% in this exericse:
%
% plotData.m
% sigmoid.m
% costFunction.m
% predict.m
%
% For this exercise, you will not need to change any code in this file,
% or any other files other than those mentioned above.
%
%% Initialization
clear ; close all; clc
%% Load Data
% The first two columns contains the exam scores and the third column
% contains the label.
data = load('ex2data1.txt');
X = data(:, [1, 2]); y = data(:, 3);
%% ==================== Part 1: Plotting ====================
% We start the exercise by first plotting the data to understand the
% the problem we are working with.
fprintf(['Plotting data with + indicating (y = 1) examples and o ' ...
'indicating (y = 0) examples.\n']);
plotData(X, y);
% Put some labels
hold on;
% Labels and Legend
xlabel('Exam 1 score')
ylabel('Exam 2 score')
% Specified in plot order
legend('Admitted', 'Not admitted')
hold off;
fprintf('\nProgram paused. Press enter to continue.\n');
pause;
%% ============ Part 2: Compute Cost and Gradient ============
% In this part of the exercise, you will implement the cost and gradient
% for logistic regression. You neeed to complete the code in
% costFunction.m
% Setup the data matrix appropriately, and add ones for the intercept term
[m, n] = size(X);
% Add intercept term to x and X_test
X = [ones(m, 1) X];
% Initialize fitting parameters
initial_theta = zeros(n + 1, 1);
% Compute and display initial cost and gradient
[cost, grad] = costFunction(initial_theta, X, y);
fprintf('Cost at initial theta (zeros): %f\n', cost);
fprintf('Gradient at initial theta (zeros): \n');
fprintf(' %f \n', grad);
fprintf('\nProgram paused. Press enter to continue.\n');
pause;
%% ============= Part 3: Optimizing using fminunc =============
% In this exercise, you will use a built-in function (fminunc) to find the
% optimal parameters theta.
% Set options for fminunc
options = optimset('GradObj', 'on', 'MaxIter', 400);
% Run fminunc to obtain the optimal theta
% This function will return theta and the cost
[theta, cost] = ...
fminunc(@(t)(costFunction(t, X, y)), initial_theta, options);
% Print theta to screen
fprintf('Cost at theta found by fminunc: %f\n', cost);
fprintf('theta: \n');
fprintf(' %f \n', theta);
% Plot Boundary
plotDecisionBoundary(theta, X, y);
% Put some labels
hold on;
% Labels and Legend
xlabel('Exam 1 score')
ylabel('Exam 2 score')
% Specified in plot order
legend('Admitted', 'Not admitted', 'Decision Boundary')
hold off;
fprintf('\nProgram paused. Press enter to continue.\n');
pause;
%% ============== Part 4: Predict and Accuracies ==============
% After learning the parameters, you'll like to use it to predict the outcomes
% on unseen data. In this part, you will use the logistic regression model
% to predict the probability that a student with score 45 on exam 1 and
% score 85 on exam 2 will be admitted.
%
% Furthermore, you will compute the training and test set accuracies of
% our model.
%
% Your task is to complete the code in predict.m
% Predict probability for a student with score 45 on exam 1
% and score 85 on exam 2
prob = sigmoid([1 45 85] * theta);
fprintf(['For a student with scores 45 and 85, we predict an admission ' ...
'probability of %f\n\n'], prob);
% Compute accuracy on our training set
p = predict(theta, X);
fprintf('Train Accuracy: %f\n', mean(double(p == y)) * 100);
fprintf('\nProgram paused. Press enter to continue.\n');
pause;