Almost finished gradient descent
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@@ -1,6 +1,3 @@
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clear
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close all
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load('lin_regression.mat');
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% compute mean squared error for a range of sloopes and intercepts:
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@@ -16,14 +13,10 @@ end
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% plot the error surface:
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figure()
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[N,M] = meshgrid(intercepts, slopes);
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s = surface(M,N,error_surf);
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s = surface(M, N, error_surf);
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xlabel('slope', 'rotation', 7.5)
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ylabel('intercept', 'rotation', -22.5)
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zlabel('error')
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set(gca,'xtick', (-5:2.5:5))
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grid on
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view(3)
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set(gcf, 'paperunits', 'centimeters', 'papersize', [15, 15], ...
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'paperposition', [0., 0., 15, 15])
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saveas(gcf, 'error_surface', 'pdf')
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@@ -1,7 +1,17 @@
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function gradient = lsqGradient(parameter, x, y)
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h = 1e-6;
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function gradient = lsqGradient(x, y, parameter)
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% The gradient of the least square error
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%
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% Arguments: x, the input values
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% y, the corresponding measured output values
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% parameter, vector containing slope and intercept
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% as the 1st and 2nd element
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%
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% Returns: the gradient as a vector with two elements
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partial_m = (lsqError([parameter(1)+h, parameter(2)],x,y) - lsqError(parameter,x,y))/ h;
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partial_n = (lsqError([parameter(1), parameter(2)+h],x,y) - lsqError(parameter,x,y))/ h;
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h = 1e-6; % stepsize for derivatives
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gradient = [partial_m, partial_n];
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partial_m = (lsqError(x, y, [parameter(1)+h, parameter(2)]) - lsqError(x, y, parameter))/ h;
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partial_n = (lsqError(x, y, [parameter(1), parameter(2)+h]) - lsqError(x, y, parameter))/ h;
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gradient = [partial_m, partial_n];
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end
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