Gradient Descent implementation in octave

octave

What you're doing in the first example in the second block you've missed out a step haven't you? I am assuming you concatenated X with a vector of ones.

   temp=X(:,2) * temp

The last example will work but can be vectorized even more to be more simple and efficient.

I've assumed you only have 1 feature. it will work the same with multiple features since all that happens is you add an extra column to your X matrix for each feature. Basically you add a vector of ones to x to vectorize the intercept.

You can update a 2x1 matrix of thetas in one line of code. With x concatenate a vector of ones making it a nx2 matrix then you can calculate h(x) by multiplying by the theta vector (2x1), this is (X * theta) bit.

The second part of the vectorization is to transpose (X * theta) - y) which gives you a 1*n matrix which when multiplied by X (an n*2 matrix) will basically aggregate both (h(x)-y)x0 and (h(x)-y)x1. By definition both thetas are done at the same time. This results in a 1*2 matrix of my new theta's which I just transpose again to flip around the vector to be the same dimensions as the theta vector. I can then do a simple scalar multiplication by alpha and vector subtraction with theta.

X = data(:, 1); y = data(:, 2);
m = length(y);
X = [ones(m, 1), data(:,1)]; 
theta = zeros(2, 1);        

iterations = 2000;
alpha = 0.001;

for iter = 1:iterations
     theta = theta -((1/m) * ((X * theta) - y)' * X)' * alpha;
end

In the first one, if X were a 3x2 matrix and theta were a 2x1 matrix, then "hypotheses" would be a 3x1 matrix.

Assuming y is a 3x1 matrix, then you can perform (hypotheses - y) and get a 3x1 matrix, then the transpose of that 3x1 is a 1x3 matrix assigned to temp.

Then the 1x3 matrix is set to theta(2), but this should not be a matrix.

The last two lines of your code works because, using my mxn examples above,

(X * theta)

would be a 3x1 matrix.

Then that 3x1 matrix is subtracted by y (a 3x1 matrix) and the result is a 3x1 matrix.

(X * theta) - y

So the transpose of the 3x1 matrix is a 1x3 matrix.

((X * theta) - y)'

Finally, a 1x3 matrix times a 3x1 matrix will equal a scalar or 1x1 matrix, which is what you are looking for. I'm sure you knew already, but just to be thorough, the X(:,2) is the second column of the 3x2 matrix, making it a 3x1 matrix.

function [theta, J_history] = gradientDescent(X, y, theta, alpha, num_iters)
% Performs gradient descent to learn theta. Updates theta by taking num_iters 
% gradient steps with learning rate alpha.

% Number of training examples
m = length(y); 
% Save the cost J in every iteration in order to plot J vs. num_iters and check for convergence 
J_history = zeros(num_iters, 1);

for iter = 1:num_iters
    h = X * theta;
    stderr = h - y;
    theta = theta - (alpha/m) * (stderr' * X)';
    J_history(iter) = computeCost(X, y, theta);
end

end

When you update you need to do like

Start Loop {

temp0 = theta0 - (equation_here);

temp1 = theta1 - (equation_here);


theta0 =  temp0;

theta1 =  temp1;

} End loop

Gradient Descent implementation in octave

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