使用梯度下降与OCTAVE的逻辑回归

Question

我经历了几次安德鲁教授的机器学习课程，并使用牛顿法查看了Logistic回归的成绩单。然而，当使用梯度下降实施逻辑回归时，我面临某些问题。

生成的图形不是凸的。

我的代码如下：

我正在使用等式的矢量化实现。

%1. The below code would load the data present in your desktop to the octave memory 
x=load('ex4x.dat');
y=load('ex4y.dat');

%2. Now we want to add a column x0 with all the rows as value 1 into the matrix.
%First take the length
m=length(y);
x=[ones(m,1),x];

alpha=0.1;
max_iter=100;
g=inline('1.0 ./ (1.0 + exp(-z))');

theta = zeros(size(x(1,:)))';   % the theta has to be a 3*1 matrix so that it can multiply by x that is m*3 matrix
j=zeros(max_iter,1);            % j is a zero matrix that is used to store the theta cost function j(theta)

for num_iter=1:max_iter
    %  Now we calculate the hx or hypothetis, It is calculated here inside no. of iteration because the hupothesis has to be calculated for new theta for every iteration
         z=x*theta;
         h=g(z);     % Here the effect of inline function we used earlier will reflect


     j(num_iter)=(1/m)*(-y'* log(h) - (1 - y)'*log(1-h)) ;    % This formula is the vectorized form of the cost function J(theta) This calculates the cost function
         j       
         grad=(1/m) *  x' * (h-y);     % This formula is the gradient descent formula that calculates the theta value.  
         theta=theta - alpha .* grad;          % Actual Calculation for theta
         theta
 end

每个说法的代码不会产生任何错误，但不会产生正确的凸图。

如果任何机构能够指出错误或分享导致问题的原因，我将感到高兴。

感谢

Answer 1

您需要研究的两件事：

1. 机器学习涉及从数据中学习模式。如果您的文件ex4x.dat和ex4y.dat是随机生成的，那么它将没有您可以学习的模式。
2. 您使用了g，h，i，j等变量，这使得调试变得困难。由于它是一个非常小的程序，因此重写它可能是一个更好的主意。

这是我的代码，给出了凸图

clc; clear; close all;

load q1x.dat;
load q1y.dat;

X = [ones(size(q1x, 1),1) q1x];
Y = q1y;

m = size(X,1);
n = size(X,2)-1;

%initialize
theta = zeros(n+1,1);
thetaold = ones(n+1,1);

while ( ((theta-thetaold)'*(theta-thetaold)) > 0.0000001 )
    %calculate dellltheta
    dellltheta = zeros(n+1,1);
    for j=1:n+1,
        for i=1:m,
            dellltheta(j,1) = dellltheta(j,1) + [Y(i,1) - (1/(1 + exp(-theta'*X(i,:)')))]*X(i,j);
        end;
    end;
    %calculate hessian
    H = zeros(n+1, n+1);
    for j=1:n+1,
        for k=1:n+1,
                for i=1:m,
                    H(j,k) = H(j,k) -[1/(1 + exp(-theta'*X(i,:)'))]*[1-(1/(1 + exp(-theta'*X(i,:)')))]*[X(i,j)]*[X(i,k)];
                end;
        end;
    end;
    thetaold = theta;
    theta = theta - inv(H)*dellltheta;
    (theta-thetaold)'*(theta-thetaold)
end

迭代后我得到以下错误值：

2.8553
0.6596
0.1532
0.0057
5.9152e-06
6.1469e-12

当绘制时看起来像：