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MachineLearning스터디/LinearRegressionWithMultipleVariables (rev. 1.4)

Machine Learning스터디/Linear Regression With Multiple Variables


1. Multiple Features

2. Gradient Descent for Multiple Variables

3. Feature Scaling

4. Learning Rate

5. Polynomial Regression

6. Normal Equation

7. Octave로 Linear Regression With Multiple Varables 구현하기

7.1. 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.

7.2. 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.

7.3. 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
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