data_mining:regression

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data_mining:regression [2014/07/13 03:36] – [Normalengleichungen] phreazerdata_mining:regression [2019/02/10 17:14] (current) – [Gradient descent] phreazer
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 ==== Cost function ==== ==== Cost function ====
- +$\displaystyle\min_{\theta_0,\theta_1} \sum_{i=1}^m (h_\theta(x^{(i)})-y^{(i)})^2$
-$\text{minimize}_{\theta_0,\theta_1} \sum_{i=1}^m (h_\theta(x^{(i)})-y^{(i)})^2$+
  
 Vereinfachtes Problem: Vereinfachtes Problem:
  
-$\text{minimize}_{\theta_0,\theta_1} \frac{1}{2*m} \sum_{i=1}^m (h_\theta(x^{(i)})-y^{(i)})^2$+$\displaystyle\min_{\theta_0,\theta_1} \frac{1}{2*m} \sum_{i=1}^m (h_\theta(x^{(i)})-y^{(i)})^2$
  
 $h_\theta(x^{(i)}) = \theta_0 +\theta_1x^{(i)}$ $h_\theta(x^{(i)}) = \theta_0 +\theta_1x^{(i)}$
  
-Cost function (Squared error cost function):+Cost function (Squared error cost function) $J$:
  
 $J(\theta_0,\theta_1) = \frac{1}{2*m} \sum_{i=1}^m (h_\theta(x^{(i)})-y^{(i)})^2$ $J(\theta_0,\theta_1) = \frac{1}{2*m} \sum_{i=1}^m (h_\theta(x^{(i)})-y^{(i)})^2$
  
-Goal: $\text{minimize}_{\theta_0,\theta_1} J(\theta_0,\theta_1)$+Goal: $\displaystyle\min_{\theta_0,\theta_1} J(\theta_0,\theta_1)$
  
 === Functions (example with only $\theta_1$): === === Functions (example with only $\theta_1$): ===
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 Wiederholen bis zur Konvergenz: Wiederholen bis zur Konvergenz:
  
-$\theta_j := \theta_j - alpha \frac{\partial}{\partial\theta_j} J(\theta_0, \theta_1)$+$\theta_j := \theta_j - \alpha \frac{\partial}{\partial\theta_j} J(\theta_0, \theta_1)$
  
 Gleichzeitiges Update (!): Gleichzeitiges Update (!):
  
 $$  $$ 
-tmp0 := \theta_0 - alpha \frac{\partial}{\partial\theta_0} J(\theta_0, \theta_1)\\ +tmp0 := \theta_0 - \alpha \frac{\partial}{\partial\theta_0} J(\theta_0, \theta_1)\\ 
-tmp1 := \theta_1 - alpha \frac{\partial}{\partial\theta_1} J(\theta_0, \theta_1)\\+tmp1 := \theta_1 - \alpha \frac{\partial}{\partial\theta_1} J(\theta_0, \theta_1)\\
 \theta_0 := tmp0\\ \theta_0 := tmp0\\
 \theta_1 := tmp1 \theta_1 := tmp1
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 **Gründe für Singularität:** **Gründe für Singularität:**
-  * Redundante features (lineare Abhängigkeit) +  * Redundante Features (lineare Abhängigkeit) 
-  * Zu viele Features (z.B. m <= n)+  * Zu viele Features (z.B. $m <= n$)
     * Lösung: Features weglassen oder regularisieren     * Lösung: Features weglassen oder regularisieren
- 
- 
- 
  
 **Wann was benutzten?** **Wann was benutzten?**
  • data_mining/regression.1405215381.txt.gz
  • Last modified: 2014/07/13 03:36
  • by phreazer