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线性回归以及求解方式

线性回归以及求解方式

作者: Otis4631 | 来源:发表于2019-04-06 21:53 被阅读0次

Linear Regression


Hypothesis:

h_\theta(x) =\theta_0+\theta_1x

Parameters:

\theta_0,\theta_1

Cost Function:

J(\theta_0 ,\theta_1) =\frac{1}{2m} \sum^{m}_{i=1}(h_\theta(x^{(i)})-y^{(i)})^2

Goal:

minimize J(\theta_0,\theta_1)


Gradient Descent


Outline:

  • start with some \theta_0,\theta_1
  • Keep changing \theta_0,\theta_1 to reduce J(\theta_0,\theta_1),until we end up at a minimum

Algorithm:

repeat until convergence\{ \theta_j:=\theta_j- \alpha \frac{\partial}{\partial \theta_j}J(\theta_0,\theta_1) \}
Repeat\{\
\theta_0=\theta_0-\alpha\frac{1}{m}\sum^{m}_{i=1} (h_\theta(x^{(i)})-y^{(i)})
\theta_1=\theta_1-\alpha\frac{1}{m}\sum^{m}_{i=1} (h_\theta(x^{(i)})-y^{(i)}) x_1
tips:

  • x_0=1
  • (simultaneously update j=0 and j =1)
  • \alpha: learning rate
    if alpha is too small, gradient descent can be slow
    if alpha is too large, gradient descent can overshoot the minimum. it may fail to converge or even diverge
积分部分解释

多元线性回归


Hypothesis:

问题有那个特征量x_1,x_2,x_3...x_n,则预测函数为:
h_\theta(x)=\theta_0+\theta_1x_1+\theta_2x_2+...+\theta_nx_n
假设x_0=1
写成矩阵形式:
x=\begin{bmatrix} {x_0}\\ {x_1}\\ {\vdots}\\{x_n}\end{bmatrix}, \quad \ \theta=\begin{bmatrix} { \theta_0}\\{ \theta_1}\\{ \vdots}\\{ \theta_n} \end{bmatrix}
故:
h_ \theta(x)= \theta^Tx

Cost Function:

J(\theta_0 ,\theta_1,\cdots,\theta_n) =\frac{1}{2m} \sum^{m}_{i=1}(h_\theta(x^{(i)})-y^{(i)})^2

Multiple Gradient Descent


Algorithm:

Repeat\{\
\theta_0=\theta_0-\alpha\frac{1}{m}\sum^{m}_{i=1} (h_\theta(x^{(i)})-y^{(i)})x_0
\theta_1=\theta_1-\alpha\frac{1}{m}\sum^{m}_{i=1} (h_\theta(x^{(i)})-y^{(i)})x_1
\theta_2=\theta_2-\alpha\frac{1}{m}\sum^{m}_{i=1} (h_\theta(x^{(i)})-y^{(i)})x_2
\vdots
\theta_n=\theta_n-\alpha\frac{1}{m}\sum^{m}_{i=1} (h_\theta(x^{(i)})-y^{(i)})x_n

\}

Feature Scaling(特征缩放)


Goal:

Get every feature into approximately a -1\leq x_i \leq 1\ range

Aligorithm

x_1=\frac{size(m^2)}{2000}
x_2=\frac{number\ of\ bedrooms}{5}

Fearture Scaling

Mean Normalization(缩放到接近0水平)


Goal

Replace x_i with x_i-\mu_i(平均值)\ to make features have approximately zero mean

Algorithm

x_1=\frac{size-1000}{2000}
x_2=\frac{bedrooms-2}{5}

Polynomial Regression


图片.png

Advantage and Disadvantage between gradient descent and normal equation:

图片.png

Normal Equation(正规方程法)


对代价函数求偏导 图片.png

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