Exercise 2 - Logistic Regression (1)

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1 Logistic Regression

1.1 Visualizing data

plotdata.m

function plotData(X, y)
%PLOTDATA Plots the data points X and y into a new figure 
%   PLOTDATA(x,y) plots the data points with + for the positive examples
%   and o for the negative examples. X is assumed to be a Mx2 matrix.

% Create New Figure
figure; hold on;

% ====================== YOUR CODE HERE ======================
% Instructions: Plot the positive and negative examples on a
%               2D plot, using the option 'k+' for the positive
%               examples and 'ko' for the negative examples.
%


% Find Indices of Positive and Negative Examples
pos = find(y==1); neg = find(y == 0);
% Plot Examples
plot(X(pos, 1), X(pos, 2), 'k+','LineWidth', 2, 'MarkerSize', 7);
plot(X(neg, 1), X(neg, 2), 'ko', 'MarkerFaceColor', 'y', ...
    'MarkerSize', 7);

% =========================================================================

hold off;

end

1.2 Sigmoid function

Logistic regression hypothesis is defined as: \[h_\theta(x) = g(\theta^Tx)\], where function \(g\) is the sigmoid function. The sigmoid function is defined as: \[g(z) = \frac{1}{1 + e^{-z}}\]

Sigmoid.m

function g = sigmoid(z)
%SIGMOID Compute sigmoid functoon
%   J = SIGMOID(z) computes the sigmoid of z.

% You need to return the following variables correctly 
g = zeros(size(z));

% ====================== YOUR CODE HERE ======================
% Instructions: Compute the sigmoid of each value of z (z can be a matrix,
%               vector or scalar).

g = 1./(1 .+ exp(-1*z) );

% =============================================================

end

1.3 Cost function and gradient

The cost function in logistic regression is \[J(\theta) = \frac{1}{m}\sum_{i=1}^m[−y^{(i)}\log(h_\theta(x^{(i)})) − (1 − y^{(i)})\log(1 − h_\theta(x^{(i)}))]\], and the gradient of the cost is a vector of the same length as \(\theta\) where the \(j\)th element (for j = 0, 1, . . . , n) is defined as follows: \[\frac{\partial J(\theta) }{\partial \theta_j } = \frac{1}{m}\sum_{i=1}^m \bigg(h_\theta(x^{(i)}) − y^{(i)}\bigg)x_j^{(i)}\]

constFunction.m

function [J, grad] = costFunction(theta, X, y)
%COSTFUNCTION Compute cost and gradient for logistic regression
%   J = COSTFUNCTION(theta, X, y) computes the cost of using theta as the
%   parameter for 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
%
% Note: grad should have the same dimensions as theta
%

h = sigmoid(X*theta);
J=(-y'*log(h) - (1-y)'*log(1.-h))/m;
grad = X'*(h-y)/m;


% =============================================================

end

1.4 Learning parameters using fminunc

Octave/MATLAB’s fminunc is an optimization solver that finds the minimum of an unconstrained function. For logistic regression, you want to optimize the cost function \(J(\theta)\) with parameters \(\theta\).

%% ============= Part 3: Optimizing using fminunc  =============
%  In this exercise, you will use a built-in function (fminunc) to find the
%  optimal parameters theta.

%  Set options for fminunc
options = optimset('GradObj', 'on', 'MaxIter', 400);

%  Run fminunc to obtain the optimal theta
%  This function will return theta and the cost 
[theta, cost] = ...
    fminunc(@(t)(costFunction(t, X, y)), initial_theta, options);

1.5 Decision boundary

This final \(\theta\) value computed from fminunc will then be used to plot the decision boundary on the training data.

\(y\) value on the decision boundary satifies: \[y = h_\theta(x) = g\bigg(\theta^Tx\bigg) = 0.5 \], that is, \[\theta^Tx = 0 \]

  • When training data X has two features \(x_1\), \(x_2\), \[\theta_1 + \theta_2 * x_1 + \theta_3*x_2 = 0 \], that is, \[x_2 = -\frac{\theta_1 + \theta_2 * x_1}{\theta_3} \],

  • When training data X has more than 2 features, how to visualize it on 2D plot?

plotDecisionBoundary.m

function plotDecisionBoundary(theta, X, y)
%PLOTDECISIONBOUNDARY Plots the data points X and y into a new figure with
%the decision boundary defined by theta
%   PLOTDECISIONBOUNDARY(theta, X,y) plots the data points with + for the 
%   positive examples and o for the negative examples. X is assumed to be 
%   a either 
%   1) Mx3 matrix, where the first column is an all-ones column for the 
%      intercept.
%   2) MxN, N>3 matrix, where the first column is all-ones

% Plot Data
plotData(X(:,2:3), y);
hold on

if size(X, 2) <= 3
    % Only need 2 points to define a line, so choose two endpoints
    plot_x = [min(X(:,2))-2,  max(X(:,2))+2];

    % Calculate the decision boundary line
    plot_y = (-1./theta(3)).*(theta(2).*plot_x + theta(1));

    % Plot, and adjust axes for better viewing
    plot(plot_x, plot_y)
    
    % Legend, specific for the exercise
    legend('Admitted', 'Not admitted', 'Decision Boundary')
    axis([30, 100, 30, 100])
else
    % Here is the grid range
    u = linspace(-1, 1.5, 50);
    v = linspace(-1, 1.5, 50);

    z = zeros(length(u), length(v));
    % Evaluate z = theta*x over the grid
    for i = 1:length(u)
        for j = 1:length(v)
            z(i,j) = mapFeature(u(i), v(j))*theta;
        end
    end
    z = z'; % important to transpose z before calling contour

    % Plot z = 0
    % Notice you need to specify the range [0, 0]
    contour(u, v, z, [0, 0], 'LineWidth', 2)
end
hold off

end

mapFeature.m

function out = mapFeature(X1, X2)
% MAPFEATURE Feature mapping function to polynomial features
%
%   MAPFEATURE(X1, X2) maps the two input features
%   to quadratic features used in the regularization exercise.
%
%   Returns a new feature array with more features, comprising of 
%   X1, X2, X1.^2, X2.^2, X1*X2, X1*X2.^2, etc..
%
%   Inputs X1, X2 must be the same size
%

degree = 6;
out = ones(size(X1(:,1)));
for i = 1:degree
    for j = 0:i
        out(:, end+1) = (X1.^(i-j)).*(X2.^j);
    end
end

end

1.6 Evaluating logistic regression

predict.m

function p = predict(theta, X)
%PREDICT Predict whether the label is 0 or 1 using learned logistic 
%regression parameters theta
%   p = PREDICT(theta, X) computes the predictions for X using a 
%   threshold at 0.5 (i.e., if sigmoid(theta'*x) >= 0.5, predict 1)

m = size(X, 1); % Number of training examples

% You need to return the following variables correctly
p = zeros(m, 1);

% ====================== YOUR CODE HERE ======================
% Instructions: Complete the following code to make predictions using
%               your learned logistic regression parameters. 
%               You should set p to a vector of 0's and 1's
%

p = sigmoid(X, theta)>=0.5;

% =========================================================================

end
%  Predict probability for a student with score 45 on exam 1 
%  and score 85 on exam 2 

prob = sigmoid([1 45 85] * theta);
fprintf(['For a student with scores 45 and 85, we predict an admission ' ...
         'probability of %f\n\n'], prob);

% Compute accuracy on our training set
p = predict(theta, X);

fprintf('Train Accuracy: %f\n', mean(double(p == y)) * 100);
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