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machine-learning-ex1/ex1/gradientDescentMulti.m
2017-05-28 17:17:42 +09:00

39 lines
990 B
Matlab

function [theta, J_history] = gradientDescentMulti(X, y, theta, alpha, num_iters)
%GRADIENTDESCENTMULTI Performs gradient descent to learn theta
% theta = GRADIENTDESCENTMULTI(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 (computeCostMulti) and gradient here.
%
hx = X*theta;
theta -= (alpha*sum((hx-y).*X)/m)';
% ============================================================
% Save the cost J in every iteration
J_history(iter) = computeCostMulti(X, y, theta);
end
end