下面是多变量梯度下降的代码:
X是特征矩阵,已经在最左边添加了新的一列为1,theta是梯度下降要求的参数,num_iters为迭代次数。已经进行过特征缩放
function [theta, J_history] = gradientDescent(X, y, theta, alpha, num_iters)
%GRADIENTDESCENT Performs gradient descent to learn theta
% theta = GRADIENTDESCENT(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);
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.
%
sum1 = 0;
sum2 = 0;
sum3 = 0;
for i = 1 : m
a=theta.';
x = X([i],:);
sum1 =sum1 + (a*x.'-y(i));
sum2 =sum2 + (a*x.'-y(i))* X(i,2);
sum3 =sum3 + (a*x.'-y(i))* X(i,3);
end
theta(1) = theta(1) - sum1 * alpha *(1/m);
theta(2) = theta(2) - sum2 * alpha *(1/m);
theta(3) = theta(3) - sum3 * alpha *(1/m);
% ============================================================
% Save the cost J in every iteration
J_history(iter) = computeCost(X, y, theta);
end
end