/exercises/mlclass-ex1/gradientDescent.m
http://github.com/jneira/machine-learning-course · Objective C · 35 lines · 28 code · 7 blank · 0 comment · 2 complexity · 24abfce24b6f861c6bbb94bf1ceb41a2 MD5 · raw file
- 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);
- num_vars=size(X,2);
- 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_tmp=zeros(num_vars,1);
- for j=1:num_vars
- theta_tmp(j)= theta(j) - (alpha/m) * sum(((X*theta)-y).*X(:,j));
- end
- theta=theta_tmp;
- % by @dnene
- % theta = theta - (X' * (X * theta - y) * alpha / m);
- % ============================================================
- % Save the cost J in every iteration
- J_history(iter) = computeCost(X, y, theta);
- end
- end