Theta computed from Gradient Descent in Linear Regression with one model produces NaN

조회 수: 7 (최근 30일)
I am running a simple linear regression model with one variable, trying to compute the unit cost of a unit based on the sizes available.The theta value produced from gradient descent function is NaN so I cannot plot the linear regression line. Could someone please help me fix this problem?
data = load('data.txt');
X = data(:,1);
y = data (:, 2);
plotData(X,y);
m = length(X);
X = [ones(m,1), data(:,1)];
theta = zeros(2,1);
J = computeCost(X,y,theta);
fprintf('The cost function J = \n%f \n', J); %need revision
iterations = 1500;
alpha = 0.1;
theta = gradientDescent(X, y, theta, alpha, iterations);
fprintf('Theta computed from gradient descent:\n%f, \n%f', theta(1), theta(2));
  댓글 수: 2
Saurav Shrestha
Saurav Shrestha 2020년 8월 6일
Here is my gradientDescent function
function [theta, J_history] = gradientDescent(X, y, theta, alpha, num_iters)
m = length(y);
J_history = zeros(num_iters, 1);
for iter = 1 : num_iters
prediction = X * theta;
error = (prediction - y);
theta = theta - ((alpha/m) * ((error)'*X)');
J_history (iter) = computeCost(X, y, theta);
end
end
Safoura Tanbakouei
Safoura Tanbakouei 2022년 1월 12일
편집: Safoura Tanbakouei 2022년 1월 12일
@Saurav Shrestha I am doing the same exercise. I do not receive an error but the theta computed from the Gradient Descent is 0 and the plot I get is this figure attached.
This is my code:
temp0 = theta(1,1) - (alpha/m)*sum((X*theta-y));
temp1 = theta(2,1) - (alpha/m)*sum((X*theta-y).*X(:,2));
theta(1,1) = temp0;
theta(2,1) = temp1;

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답변 (1개)

Raunak Gupta
Raunak Gupta 2020년 8월 14일
Hi,
From the gradientDescent function mentioned in the comments I can see that theta is starting from zero column vector. So, for the very first iteration the prediction vector will also be zero. This makes a big change to the theta value in next iteration. Also, I don’t think the update equation of theta is written such that it will converge. So, I would suggest changing the starting values of theta vector and revisiting the updating equation of theta in gradient descent. I don’t think that computeCost is affecting the theta value.

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