CheeseZH: Stanford University: Machine Learning Ex1:Linear Regression

(1) How to comput the Cost function in Univirate/Multivariate Linear Regression;

(2) How to comput the Batch Gradient Descent function in Univirate/Multivariate Linear Regression;

(3) How to scale features by mean value and standard deviation;

(4) How to calculate Theta by normal equaltion;

Data1

6.1101,17.592
5.5277,9.1302
8.5186,13.662
7.0032,11.854
5.8598,6.8233
8.3829,11.886
7.4764,4.3483
8.5781,12
6.4862,6.5987
5.0546,3.8166
5.7107,3.2522
14.164,15.505
5.734,3.1551
8.4084,7.2258
5.6407,0.71618
5.3794,3.5129
6.3654,5.3048
5.1301,0.56077
6.4296,3.6518
7.0708,5.3893
6.1891,3.1386
20.27,21.767
5.4901,4.263
6.3261,5.1875
5.5649,3.0825
18.945,22.638
12.828,13.501
10.957,7.0467
13.176,14.692
22.203,24.147
5.2524,-1.22
6.5894,5.9966
9.2482,12.134
5.8918,1.8495
8.2111,6.5426
7.9334,4.5623
8.0959,4.1164
5.6063,3.3928
12.836,10.117
6.3534,5.4974
5.4069,0.55657
6.8825,3.9115
11.708,5.3854
5.7737,2.4406
7.8247,6.7318
7.0931,1.0463
5.0702,5.1337
5.8014,1.844
11.7,8.0043
5.5416,1.0179
7.5402,6.7504
5.3077,1.8396
7.4239,4.2885
7.6031,4.9981
6.3328,1.4233
6.3589,-1.4211
6.2742,2.4756
5.6397,4.6042
9.3102,3.9624
9.4536,5.4141
8.8254,5.1694
5.1793,-0.74279
21.279,17.929
14.908,12.054
18.959,17.054
7.2182,4.8852
8.2951,5.7442
10.236,7.7754
5.4994,1.0173
20.341,20.992
10.136,6.6799
7.3345,4.0259
6.0062,1.2784
7.2259,3.3411
5.0269,-2.6807
6.5479,0.29678
7.5386,3.8845
5.0365,5.7014
10.274,6.7526
5.1077,2.0576
5.7292,0.47953
5.1884,0.20421
6.3557,0.67861
9.7687,7.5435
6.5159,5.3436
8.5172,4.2415
9.1802,6.7981
6.002,0.92695
5.5204,0.152
5.0594,2.8214
5.7077,1.8451
7.6366,4.2959
5.8707,7.2029
5.3054,1.9869
8.2934,0.14454
13.394,9.0551
5.4369,0.61705

1. 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
 %     gradientDescentMulti.m
 %     computeCostMulti.m
 %     featureNormalize.m
 %     normalEqn.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
 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);

2.warmUpExercise.m

 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

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

4.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.
     %
     hypothesis = X*theta;
     delta = X'*(hypothesis-y);
     theta  = theta - alpha/m*delta;
 
     % ============================================================
 
     % Save the cost J in every iteration
     J_history(iter) = computeCost(X, y, theta);
 
 end
 
 end

Data2

2104,3,399900
1600,3,329900
2400,3,369000
1416,2,232000
3000,4,539900
1985,4,299900
1534,3,314900
1427,3,198999
1380,3,212000
1494,3,242500
1940,4,239999
2000,3,347000
1890,3,329999
4478,5,699900
1268,3,259900
2300,4,449900
1320,2,299900
1236,3,199900
2609,4,499998
3031,4,599000
1767,3,252900
1888,2,255000
1604,3,242900
1962,4,259900
3890,3,573900
1100,3,249900
1458,3,464500
2526,3,469000
2200,3,475000
2637,3,299900
1839,2,349900
1000,1,169900
2040,4,314900
3137,3,579900
1811,4,285900
1437,3,249900
1239,3,229900
2132,4,345000
4215,4,549000
2162,4,287000
1664,2,368500
2238,3,329900
2567,4,314000
1200,3,299000
852,2,179900
1852,4,299900
1203,3,239500

0.ex1_multi.m

 %% Machine Learning Online Class
 %  Exercise 1: Linear regression with multiple variables
 %
 %  Instructions
 %  ------------
 %
 %  This file contains code that helps you get started on the
 %  linear regression exercise.
 %
 %  You will need to complete the following functions in this
 %  exericse:
 %
 %     warmUpExercise.m
 %     plotData.m
 %     gradientDescent.m
 %     computeCost.m
 %     gradientDescentMulti.m
 %     computeCostMulti.m
 %     featureNormalize.m
 %     normalEqn.m
 %
 %  For this part of the exercise, you will need to change some
 %  parts of the code below for various experiments (e.g., changing
 %  learning rates).
 %
 
 %% Initialization
 
 %% ================ 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];
 
 %% ================ 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;
 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
 % ====================== 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
 
 % ============================================================
 
 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;
 
 %% ================ Part 3: Normal Equations ================
 
 fprintf('Solving with normal equations...\n');
 
 % ====================== 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
 
 % ============================================================
 
 fprintf(['Predicted price of a 1650 sq-ft, 3 br house ' ...
          '(using normal equations):\n $%f\n'], price);

1.featureNormalize.m

 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.
 %
 mu = mean(X);
 sigma = std(X);
 X_norm = (X_norm.-mu)./sigma;
 
 % ============================================================
 
 end

2.computCostMulti.m

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

3.gradientDescentMulti.m

 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.
     %
     hypothesis = X*theta;
     delta = X'*(hypothesis-y);
     theta  = theta - alpha/m*delta;
 
     % ============================================================
 
     % Save the cost J in every iteration
     J_history(iter) = computeCostMulti(X, y, theta);
 
 end
 
 end

4.normalEqn.m

 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