coursera Machine Learning: Programming Exercise 1

2. Linear regression with one variable (一个变量的线性回归)

2.1 Plotting the data

data = load('ex1data1.txt'); % read comma separated data
X = data(:, 1); y = data(:, 2); 

完成 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.

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



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

end

plotData(X,y)

得出图：

2.2 Gradient Descent

2.2.1 Update Equations

2.2.2 Implementation

m = length(X) % number of training examples
X = [ones(m, 1), data(:,1)]; % Add a column of ones to x
theta = zeros(2, 1); % initialize fitting parameters
iterations = 1500;
alpha = 0.01;

2.2.3 Computing the cost J（theta）

完成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.

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

% =========================================================================
end

2.2.4 Gradient descent

完成gradientDescent.m

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

% Run gradient descent:
% Compute theta
theta = gradientDescent(X, y, theta, alpha, iterations);

% Print theta to screen
% Display gradient descent's result
fprintf('Theta computed from gradient descent:\n%f,\n%f',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);

2.4 Visualizing J(theta)

% Visualizing J(theta_0, theta_1):
% 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);