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| 1 | +%% Machine Learning Online Class |
| 2 | +% Exercise 5 | Regularized Linear Regression and Bias-Variance |
| 3 | +% |
| 4 | +% Instructions |
| 5 | +% ------------ |
| 6 | +% |
| 7 | +% This file contains code that helps you get started on the |
| 8 | +% exercise. You will need to complete the following functions: |
| 9 | +% |
| 10 | +% linearRegCostFunction.m |
| 11 | +% learningCurve.m |
| 12 | +% validationCurve.m |
| 13 | +% |
| 14 | +% For this exercise, you will not need to change any code in this file, |
| 15 | +% or any other files other than those mentioned above. |
| 16 | +% |
| 17 | + |
| 18 | +%% Initialization |
| 19 | +clear ; close all; clc |
| 20 | + |
| 21 | +%% =========== Part 1: Loading and Visualizing Data ============= |
| 22 | +% We start the exercise by first loading and visualizing the dataset. |
| 23 | +% The following code will load the dataset into your environment and plot |
| 24 | +% the data. |
| 25 | +% |
| 26 | + |
| 27 | +% Load Training Data |
| 28 | +fprintf('Loading and Visualizing Data ...\n') |
| 29 | + |
| 30 | +% Load from ex5data1: |
| 31 | +% You will have X, y, Xval, yval, Xtest, ytest in your environment |
| 32 | +load ('ex5data1.mat'); |
| 33 | + |
| 34 | +% m = Number of examples |
| 35 | +m = size(X, 1); |
| 36 | + |
| 37 | +% Plot training data |
| 38 | +plot(X, y, 'rx', 'MarkerSize', 10, 'LineWidth', 1.5); |
| 39 | +xlabel('Change in water level (x)'); |
| 40 | +ylabel('Water flowing out of the dam (y)'); |
| 41 | + |
| 42 | +fprintf('Program paused. Press enter to continue.\n'); |
| 43 | +pause; |
| 44 | + |
| 45 | +%% =========== Part 2: Regularized Linear Regression Cost ============= |
| 46 | +% You should now implement the cost function for regularized linear |
| 47 | +% regression. |
| 48 | +% |
| 49 | + |
| 50 | +theta = [1 ; 1]; |
| 51 | +J = linearRegCostFunction([ones(m, 1) X], y, theta, 1); |
| 52 | + |
| 53 | +fprintf(['Cost at theta = [1 ; 1]: %f '... |
| 54 | + '\n(this value should be about 303.993192)\n'], J); |
| 55 | + |
| 56 | +fprintf('Program paused. Press enter to continue.\n'); |
| 57 | +pause; |
| 58 | + |
| 59 | +%% =========== Part 3: Regularized Linear Regression Gradient ============= |
| 60 | +% You should now implement the gradient for regularized linear |
| 61 | +% regression. |
| 62 | +% |
| 63 | + |
| 64 | +theta = [1 ; 1]; |
| 65 | +[J, grad] = linearRegCostFunction([ones(m, 1) X], y, theta, 1); |
| 66 | + |
| 67 | +fprintf(['Gradient at theta = [1 ; 1]: [%f; %f] '... |
| 68 | + '\n(this value should be about [-15.303016; 598.250744])\n'], ... |
| 69 | + grad(1), grad(2)); |
| 70 | + |
| 71 | +fprintf('Program paused. Press enter to continue.\n'); |
| 72 | +pause; |
| 73 | + |
| 74 | + |
| 75 | +%% =========== Part 4: Train Linear Regression ============= |
| 76 | +% Once you have implemented the cost and gradient correctly, the |
| 77 | +% trainLinearReg function will use your cost function to train |
| 78 | +% regularized linear regression. |
| 79 | +% |
| 80 | +% Write Up Note: The data is non-linear, so this will not give a great |
| 81 | +% fit. |
| 82 | +% |
| 83 | + |
| 84 | +% Train linear regression with lambda = 0 |
| 85 | +lambda = 0; |
| 86 | +[theta] = trainLinearReg([ones(m, 1) X], y, lambda); |
| 87 | + |
| 88 | +% Plot fit over the data |
| 89 | +plot(X, y, 'rx', 'MarkerSize', 10, 'LineWidth', 1.5); |
| 90 | +xlabel('Change in water level (x)'); |
| 91 | +ylabel('Water flowing out of the dam (y)'); |
| 92 | +hold on; |
| 93 | +plot(X, [ones(m, 1) X]*theta, '--', 'LineWidth', 2) |
| 94 | +hold off; |
| 95 | + |
| 96 | +fprintf('Program paused. Press enter to continue.\n'); |
| 97 | +pause; |
| 98 | + |
| 99 | + |
| 100 | +%% =========== Part 5: Learning Curve for Linear Regression ============= |
| 101 | +% Next, you should implement the learningCurve function. |
| 102 | +% |
| 103 | +% Write Up Note: Since the model is underfitting the data, we expect to |
| 104 | +% see a graph with "high bias" -- Figure 3 in ex5.pdf |
| 105 | +% |
| 106 | + |
| 107 | +lambda = 0; |
| 108 | +[error_train, error_val] = ... |
| 109 | + learningCurve([ones(m, 1) X], y, ... |
| 110 | + [ones(size(Xval, 1), 1) Xval], yval, ... |
| 111 | + lambda); |
| 112 | + |
| 113 | +plot(1:m, error_train, 1:m, error_val); |
| 114 | +title('Learning curve for linear regression') |
| 115 | +legend('Train', 'Cross Validation') |
| 116 | +xlabel('Number of training examples') |
| 117 | +ylabel('Error') |
| 118 | +axis([0 13 0 150]) |
| 119 | + |
| 120 | +fprintf('# Training Examples\tTrain Error\tCross Validation Error\n'); |
| 121 | +for i = 1:m |
| 122 | + fprintf(' \t%d\t\t%f\t%f\n', i, error_train(i), error_val(i)); |
| 123 | +end |
| 124 | + |
| 125 | +fprintf('Program paused. Press enter to continue.\n'); |
| 126 | +pause; |
| 127 | + |
| 128 | +%% =========== Part 6: Feature Mapping for Polynomial Regression ============= |
| 129 | +% One solution to this is to use polynomial regression. You should now |
| 130 | +% complete polyFeatures to map each example into its powers |
| 131 | +% |
| 132 | + |
| 133 | +p = 8; |
| 134 | + |
| 135 | +% Map X onto Polynomial Features and Normalize |
| 136 | +X_poly = polyFeatures(X, p); |
| 137 | +[X_poly, mu, sigma] = featureNormalize(X_poly); % Normalize |
| 138 | +X_poly = [ones(m, 1), X_poly]; % Add Ones |
| 139 | + |
| 140 | +% Map X_poly_test and normalize (using mu and sigma) |
| 141 | +X_poly_test = polyFeatures(Xtest, p); |
| 142 | +X_poly_test = bsxfun(@minus, X_poly_test, mu); |
| 143 | +X_poly_test = bsxfun(@rdivide, X_poly_test, sigma); |
| 144 | +X_poly_test = [ones(size(X_poly_test, 1), 1), X_poly_test]; % Add Ones |
| 145 | + |
| 146 | +% Map X_poly_val and normalize (using mu and sigma) |
| 147 | +X_poly_val = polyFeatures(Xval, p); |
| 148 | +X_poly_val = bsxfun(@minus, X_poly_val, mu); |
| 149 | +X_poly_val = bsxfun(@rdivide, X_poly_val, sigma); |
| 150 | +X_poly_val = [ones(size(X_poly_val, 1), 1), X_poly_val]; % Add Ones |
| 151 | + |
| 152 | +fprintf('Normalized Training Example 1:\n'); |
| 153 | +fprintf(' %f \n', X_poly(1, :)); |
| 154 | + |
| 155 | +fprintf('\nProgram paused. Press enter to continue.\n'); |
| 156 | +pause; |
| 157 | + |
| 158 | + |
| 159 | + |
| 160 | +%% =========== Part 7: Learning Curve for Polynomial Regression ============= |
| 161 | +% Now, you will get to experiment with polynomial regression with multiple |
| 162 | +% values of lambda. The code below runs polynomial regression with |
| 163 | +% lambda = 0. You should try running the code with different values of |
| 164 | +% lambda to see how the fit and learning curve change. |
| 165 | +% |
| 166 | + |
| 167 | +lambda = 0; |
| 168 | +[theta] = trainLinearReg(X_poly, y, lambda); |
| 169 | + |
| 170 | +% Plot training data and fit |
| 171 | +figure(1); |
| 172 | +plot(X, y, 'rx', 'MarkerSize', 10, 'LineWidth', 1.5); |
| 173 | +plotFit(min(X), max(X), mu, sigma, theta, p); |
| 174 | +xlabel('Change in water level (x)'); |
| 175 | +ylabel('Water flowing out of the dam (y)'); |
| 176 | +title (sprintf('Polynomial Regression Fit (lambda = %f)', lambda)); |
| 177 | + |
| 178 | +figure(2); |
| 179 | +[error_train, error_val] = ... |
| 180 | + learningCurve(X_poly, y, X_poly_val, yval, lambda); |
| 181 | +plot(1:m, error_train, 1:m, error_val); |
| 182 | + |
| 183 | +title(sprintf('Polynomial Regression Learning Curve (lambda = %f)', lambda)); |
| 184 | +xlabel('Number of training examples') |
| 185 | +ylabel('Error') |
| 186 | +axis([0 13 0 100]) |
| 187 | +legend('Train', 'Cross Validation') |
| 188 | + |
| 189 | +fprintf('Polynomial Regression (lambda = %f)\n\n', lambda); |
| 190 | +fprintf('# Training Examples\tTrain Error\tCross Validation Error\n'); |
| 191 | +for i = 1:m |
| 192 | + fprintf(' \t%d\t\t%f\t%f\n', i, error_train(i), error_val(i)); |
| 193 | +end |
| 194 | + |
| 195 | +fprintf('Program paused. Press enter to continue.\n'); |
| 196 | +pause; |
| 197 | + |
| 198 | +%% =========== Part 8: Validation for Selecting Lambda ============= |
| 199 | +% You will now implement validationCurve to test various values of |
| 200 | +% lambda on a validation set. You will then use this to select the |
| 201 | +% "best" lambda value. |
| 202 | +% |
| 203 | + |
| 204 | +[lambda_vec, error_train, error_val] = ... |
| 205 | + validationCurve(X_poly, y, X_poly_val, yval); |
| 206 | + |
| 207 | +close all; |
| 208 | +plot(lambda_vec, error_train, lambda_vec, error_val); |
| 209 | +legend('Train', 'Cross Validation'); |
| 210 | +xlabel('lambda'); |
| 211 | +ylabel('Error'); |
| 212 | + |
| 213 | +fprintf('lambda\t\tTrain Error\tValidation Error\n'); |
| 214 | +for i = 1:length(lambda_vec) |
| 215 | + fprintf(' %f\t%f\t%f\n', ... |
| 216 | + lambda_vec(i), error_train(i), error_val(i)); |
| 217 | +end |
| 218 | + |
| 219 | +fprintf('Program paused. Press enter to continue.\n'); |
| 220 | +pause; |
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