Advice for Applying Machine Learning

1.2 Regularized linear regression cost function

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J = 1/(2*m)*sum( (X*theta - y).^2 ) + lambda/(2*m)*sum(theta(2:end).^2);

1.3 Regularized linear regression gradient


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r = theta; r(1) = 0;
grad = 1/m*(X'*(X*theta-y)) + lambda/m*r;

2.1 Learning curves

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for i = 1:m
xi = X(1:i,:); yi = y(1:i);

theta = trainLinearReg(xi, yi, lambda);
error_train(i) = linearRegCostFunction(xi, yi, theta, 0)
error_val(i) = linearRegCostFunction(Xval, yval, theta, 0)
end

3 Polynomial regression

$$ h_{\theta }(x) = \theta _{0} + \theta _{1}(waterLevel) + \theta _{2}(waterLevel)^{2} + … + \theta _{p}*(waterLevel)^{p} $$

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X_poly = X.^[1:1:p];

3.3 Selecting λ using a cross validation set

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for i = 1:length(lambda_vec)
lambda = lambda_vec(i);

theta = trainLinearReg(X, y, lambda);
error_train(i) = linearRegCostFunction(X, y, theta, 0)
error_val(i) = linearRegCostFunction(Xval, yval, theta, 0)
end