annotate learningCurve.m @ 2:882ffde0ce47

Implement learningCurve
author Jordi Gutiérrez Hermoso <jordigh@octave.org>
date Mon, 21 Nov 2011 00:36:59 -0500 (2011-11-21)
parents 0f14514e907f
children eddd33e57f6a
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
rev   line source
2
882ffde0ce47 Implement learningCurve
Jordi Gutiérrez Hermoso <jordigh@octave.org>
parents: 0
diff changeset
1 function [error_train, error_val] = learningCurve(X, y, Xval, yval, lambda)
882ffde0ce47 Implement learningCurve
Jordi Gutiérrez Hermoso <jordigh@octave.org>
parents: 0
diff changeset
2 ##LEARNINGCURVE Generates the train and cross validation set errors needed
882ffde0ce47 Implement learningCurve
Jordi Gutiérrez Hermoso <jordigh@octave.org>
parents: 0
diff changeset
3 ##to plot a learning curve
882ffde0ce47 Implement learningCurve
Jordi Gutiérrez Hermoso <jordigh@octave.org>
parents: 0
diff changeset
4 ## [error_train, error_val] = ...
882ffde0ce47 Implement learningCurve
Jordi Gutiérrez Hermoso <jordigh@octave.org>
parents: 0
diff changeset
5 ## LEARNINGCURVE(X, y, Xval, yval, lambda) returns the train and
882ffde0ce47 Implement learningCurve
Jordi Gutiérrez Hermoso <jordigh@octave.org>
parents: 0
diff changeset
6 ## cross validation set errors for a learning curve. In particular,
882ffde0ce47 Implement learningCurve
Jordi Gutiérrez Hermoso <jordigh@octave.org>
parents: 0
diff changeset
7 ## it returns two vectors of the same length - error_train and
882ffde0ce47 Implement learningCurve
Jordi Gutiérrez Hermoso <jordigh@octave.org>
parents: 0
diff changeset
8 ## error_val. Then, error_train(i) contains the training error for
882ffde0ce47 Implement learningCurve
Jordi Gutiérrez Hermoso <jordigh@octave.org>
parents: 0
diff changeset
9 ## i examples (and similarly for error_val(i)).
882ffde0ce47 Implement learningCurve
Jordi Gutiérrez Hermoso <jordigh@octave.org>
parents: 0
diff changeset
10 ##
882ffde0ce47 Implement learningCurve
Jordi Gutiérrez Hermoso <jordigh@octave.org>
parents: 0
diff changeset
11 ## In this function, you will compute the train and test errors for
882ffde0ce47 Implement learningCurve
Jordi Gutiérrez Hermoso <jordigh@octave.org>
parents: 0
diff changeset
12 ## dataset sizes from 1 up to m. In practice, when working with larger
882ffde0ce47 Implement learningCurve
Jordi Gutiérrez Hermoso <jordigh@octave.org>
parents: 0
diff changeset
13 ## datasets, you might want to do this in larger intervals.
882ffde0ce47 Implement learningCurve
Jordi Gutiérrez Hermoso <jordigh@octave.org>
parents: 0
diff changeset
14 ##
0
0f14514e907f initial commit
Jordi Gutiérrez Hermoso <jordigh@octave.org>
parents:
diff changeset
15
2
882ffde0ce47 Implement learningCurve
Jordi Gutiérrez Hermoso <jordigh@octave.org>
parents: 0
diff changeset
16 ## Number of training examples
882ffde0ce47 Implement learningCurve
Jordi Gutiérrez Hermoso <jordigh@octave.org>
parents: 0
diff changeset
17 m = rows (X);
0
0f14514e907f initial commit
Jordi Gutiérrez Hermoso <jordigh@octave.org>
parents:
diff changeset
18
2
882ffde0ce47 Implement learningCurve
Jordi Gutiérrez Hermoso <jordigh@octave.org>
parents: 0
diff changeset
19 ## Initialise outputs
882ffde0ce47 Implement learningCurve
Jordi Gutiérrez Hermoso <jordigh@octave.org>
parents: 0
diff changeset
20 error_train = zeros(m, 1);
882ffde0ce47 Implement learningCurve
Jordi Gutiérrez Hermoso <jordigh@octave.org>
parents: 0
diff changeset
21 error_val = zeros(m, 1);
882ffde0ce47 Implement learningCurve
Jordi Gutiérrez Hermoso <jordigh@octave.org>
parents: 0
diff changeset
22
882ffde0ce47 Implement learningCurve
Jordi Gutiérrez Hermoso <jordigh@octave.org>
parents: 0
diff changeset
23 for i = 1:m
882ffde0ce47 Implement learningCurve
Jordi Gutiérrez Hermoso <jordigh@octave.org>
parents: 0
diff changeset
24 Xtrain = X(1:i, :);
882ffde0ce47 Implement learningCurve
Jordi Gutiérrez Hermoso <jordigh@octave.org>
parents: 0
diff changeset
25 ytrain = y(1:i);
882ffde0ce47 Implement learningCurve
Jordi Gutiérrez Hermoso <jordigh@octave.org>
parents: 0
diff changeset
26 theta = trainLinearReg (Xtrain, ytrain, lambda);
0
0f14514e907f initial commit
Jordi Gutiérrez Hermoso <jordigh@octave.org>
parents:
diff changeset
27
2
882ffde0ce47 Implement learningCurve
Jordi Gutiérrez Hermoso <jordigh@octave.org>
parents: 0
diff changeset
28 error_train(i) = sumsq (Xtrain*theta - ytrain)/(2*i);
882ffde0ce47 Implement learningCurve
Jordi Gutiérrez Hermoso <jordigh@octave.org>
parents: 0
diff changeset
29 error_val(i) = sumsq (Xval*theta - yval)/(2*length (yval));
882ffde0ce47 Implement learningCurve
Jordi Gutiérrez Hermoso <jordigh@octave.org>
parents: 0
diff changeset
30 endfor
0
0f14514e907f initial commit
Jordi Gutiérrez Hermoso <jordigh@octave.org>
parents:
diff changeset
31
2
882ffde0ce47 Implement learningCurve
Jordi Gutiérrez Hermoso <jordigh@octave.org>
parents: 0
diff changeset
32 endfunction