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MachineLearningCoursera/machine-learning-ex5/ex5/linearRegCostFunction.m
julien Lengrand-Lambert 210a1d0b19 Starts working on week 5
2015-12-12 10:21:41 +01:00

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Matlab

function [J, grad] = linearRegCostFunction(X, y, theta, lambda)
%LINEARREGCOSTFUNCTION Compute cost and gradient for regularized linear
%regression with multiple variables
% [J, grad] = LINEARREGCOSTFUNCTION(X, y, theta, lambda) computes the
% cost of using theta as the parameter for linear regression to fit the
% data points in X and y. Returns the cost in J and the gradient in grad
% Initialize some useful values
m = length(y); % number of training examples
% You need to return the following variables correctly
J = 0;
grad = zeros(size(theta));
% ====================== YOUR CODE HERE ======================
% Instructions: Compute the cost and gradient of regularized linear
% regression for a particular choice of theta.
%
% You should set J to the cost and grad to the gradient.
%
theta_temp = theta;
theta_temp(1) = 0;
% h_theta = sigmoid(X*theta);
h_theta = (X*theta);
temp = (h_theta - y).^2;
temp1 = (1/(2 * m)) * sum(temp);
temp2 = (lambda/(2 * m)) * sum(theta_temp.^2);
J = temp1 + temp2;
% =========================================================================
t11 = sigmoid(X*theta) - y;
t12 = repmat(t11, 1, size(X, 2));
temp11 = (1/m) * sum(X .* t12);
temp22 = (lambda / m) * theta_temp;
grad = temp11' + temp22;
% =========================================================================
grad = grad(:);
end