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machine-learning-ex2/ex2/costFunctionReg.m
2017-05-28 06:50:45 +09:00

28 lines
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Matlab

function [J, grad] = costFunctionReg(theta, X, y, lambda)
%COSTFUNCTIONREG Compute cost and gradient for logistic regression with regularization
% J = COSTFUNCTIONREG(theta, X, y, lambda) computes the cost of using
% theta as the parameter for regularized logistic regression and the
% gradient of the cost w.r.t. to the parameters.
% Initialize some useful values
m = length(y); % number of training examples
% You need to return the following variables correctly
J = 0;
grad = zeros(size(theta));
% ====================== YOUR CODE HERE ======================
% Instructions: Compute the cost of a particular choice of theta.
% You should set J to the cost.
% Compute the partial derivatives and set grad to the partial
% derivatives of the cost w.r.t. each parameter in theta
hx = sigmoid(X*theta);
J = sum(-y.*log(hx)-(1.-y).*log(1.-hx))/m + lambda*sum([0; theta(2:end)].^2)/(2*m);
grad = (sum((hx-y).*X)./m)' + lambda*[0; theta(2:end)]/m;
% =============================================================
end