[[TableOfContents]] * 모든 것을 정리하려고 하니 효율이 떨어진다. 중요하다 생각되는 것만 우선 정리하기로.. * 이 문서에 있는 사진이나 예제의 상당수는 [https://www.coursera.org/course/ml Coursera/ML강의]에 남겨져 있음. PPT도 제공하므로 꼭 확인하세요. === Multiple Features === === Gradient Descent for Multiple Variables === ==== Cost Function ==== attachment:CostFunctionWithMultipleVariables.PNG === Feature Scaling === attachment:Mean_Normalization.png === Learning Rate === === Polynomial Regression === === Normal Equation === attachment:Normal_Equation.PNG === 정리 === ==== Gradient Descent ==== * Learning Rate α를 잘 정하는게 중요. * Feature의 수가 클 때 사용. (100000개 이상) ==== Normal Equation ==== * attachment:invert.png 의 계산이 필요. O(N^3)의 시간복잡도를 가짐. * Feature의 수가 적을 때 사용. (10000개 까지) === Octave로 Linear Regression With Multiple Varables 구현하기 === ==== Feature Normalize ==== {{{ 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)); n_of_feature = size(X_norm, 2); for i = 1:n_of_feature mu(i) = mean(X_norm(:, i)); sigma(i) = std(X_norm(:, i)); X_norm(:, i) = (X_norm(:, i ) - mu(i)) / sigma(i); end }}} * mean : 평균 구하는 함수. * std : 표준 편차 구하는 함수. * 표준 편차를 이용해서 데이터를 정규화 시킴. ==== Compute Cost ==== {{{ 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 = (X * theta - y)' * (X * theta - y) / (2 * m); % ========================================================================= end }}} * 왜 이게 되는지는 모르겠음. 아는 사람은 추가바람. ==== Gradient Descent ==== {{{ 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 temp = theta; E = X * theta - y; for j=1:size(X, 2) delta = sum(E .* X(:, j)) / m; temp(j, 1) = temp(j, 1) - alpha * delta; end theta = temp; % ====================== 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. % % ============================================================ % Save the cost J in every iteration J_history(iter) = computeCostMulti(X, y, theta); end }}} ---- [MachineLearning스터디]