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scientificComputing/regression/code/gradientDescentPlot.m
2015-11-08 18:11:50 +01:00

44 lines
923 B
Matlab

clear
close all
load('lin_regression.mat')
ms = -1:0.5:5;
ns = -10:1:10;
position = [-2. 10.];
gradient = [];
error = [];
eps = 0.01;
% claculate error surface
error_surf = zeros(length(ms), length(ns));
for i = 1:length(ms)
for j = 1:length(ns)
error_surf(i,j) = lsqError([ms(i), ns(j)], x, y);
end
end
figure()
hold on
[N, M] = meshgrid(ns, ms);
surface(M,N, error_surf, 'FaceAlpha', 0.5);
view(3)
xlabel('slope')
ylabel('intersection')
zlabel('error')
% do the descent
while isempty(gradient) || norm(gradient) > 0.1
gradient = lsqGradient(position, x,y);
error = lsqError(position, x, y);
plot3(position(1), position(2), error, '.', 'color', 'red', 'markersize', 20)
position = position - eps .* gradient;
pause(0.05)
end
grid on
set(gcf, 'paperunits', 'centimeters', 'papersize', [15, 15], ...
'paperposition', [0., 0., 15, 15])
saveas(gcf, 'gradient_descent', 'pdf')