Regularized logistic regression - Gradient calculation

조회 수: 17 (최근 30일)
Nik
Nik 2016년 6월 26일
답변: Xinwei LONG 2020년 2월 18일
Hello, I am doing a regularized logistic regression task and stuck with the partial derivatives. The gradient should be normalized (added lambda/m*theta), except for the first term theta(1). So, I had the following code, which works incorrectly:
grad(1) = 1/m*((sigmoid(X(:,1)*theta(1))-y)'*X(:,1));
grad(2:end) = 1/m*((sigmoid(X(:,2:end)*theta(2:end))-y)'*X(:,2:end))' + lambda/m*theta(2:end);
Finally, I came to another solution, which works fine:
grad = (1/m*(sigmoid(X*theta)-y)'*X)';
temp = theta;
temp(1) =0;
grad = grad + lambda/m*temp;
Can someone please explain, why the first option is incorrect. Thanks a lot!

답변 (2개)

Xinwei LONG
Xinwei LONG 2020년 2월 18일
Hi,
I initially wrote the same form of vectoriztion in dealing with cost function and gradients.
Here's what I found out the right answers:
grad(1)=(1/m)*sum(((sigmoid(X*theta)-y).*X(:,1)),1);
grad(2:end)=(1/m)*sum(((sigmoid(X*theta)-y).*X(:,2:end)),1)'+(lambda/m)*theta(2:end);
Please find the differences in inputs of sigmoid function. The gradient equation for theta_0 and other thetas still required the same input in sigmoid function.

SSV
SSV 2019년 7월 23일
편집: SSV 2019년 7월 23일
Hi,
I also have the same doubt, did u get the answer ?
BR,
Vignoban

카테고리

Help CenterFile Exchange에서 Spline Postprocessing에 대해 자세히 알아보기

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by